Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 92 | — |
| Standard deviation | 14.54 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.84 | — |
| R-squared | 92 | — |
| Standard deviation | 14.61 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 18.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.32 | — |
| R-squared | 93 | — |
| Standard deviation | 17.34 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 9.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.33 | — |
| Median market vapitalization | 1.54M | — |
| 3-year earnings growth | 24.40 | — |