Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 77 | — |
| Standard deviation | 12.48 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 10.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 77 | — |
| Standard deviation | 12.12 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 16.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 76 | — |
| Standard deviation | 12.63 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 11.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.94 | — |
| Price/Sales (P/S) | 2.11 | — |
| Price/Cashflow (P/CF) | 0.23 | — |
| Median market vapitalization | 709 | — |
| 3-year earnings growth | 7.16 | — |