Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 93 | — |
| Standard deviation | 12.85 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 13.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.81 | — |
| R-squared | 94 | — |
| Standard deviation | 13.17 | — |
| Sharpe ratio | 1.24 | — |
| Treynor ratio | 19.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 97 | — |
| Standard deviation | 15.91 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.37 | — |
| Median market vapitalization | 2.30M | — |
| 3-year earnings growth | 20.34 | — |