Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.73 | — |
| R-squared | 90 | — |
| Standard deviation | 14.87 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 15.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.37 | — |
| Beta | 1 | — |
| Mean annual return | 2.04 | — |
| R-squared | 86 | — |
| Standard deviation | 14.95 | — |
| Sharpe ratio | 1.28 | — |
| Treynor ratio | 21.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 91 | — |
| Standard deviation | 17.90 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 9.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 1.36M | — |
| 3-year earnings growth | 17.37 | — |