Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 96 | — |
| Standard deviation | 13.15 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 11.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.84 | — |
| R-squared | 91 | — |
| Standard deviation | 14.56 | — |
| Sharpe ratio | 1.15 | — |
| Treynor ratio | 18.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 93 | — |
| Standard deviation | 17.48 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.45 | — |
| Median market vapitalization | 4.50M | — |
| 3-year earnings growth | 23.77 | — |