Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 93 | — |
| Standard deviation | 13.68 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 10.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.87 | — |
| R-squared | 94 | — |
| Standard deviation | 14.07 | — |
| Sharpe ratio | 1.21 | — |
| Treynor ratio | 19.09 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 97 | — |
| Standard deviation | 16.14 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 1.16 | — |
| Price/Cashflow (P/CF) | 0.81 | — |
| Median market vapitalization | 3.47M | — |
| 3-year earnings growth | 20.46 | — |