Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.60 | — |
| R-squared | 90 | — |
| Standard deviation | 15.65 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 15.81 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 91 | — |
| Standard deviation | 16.64 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 13.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 91 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 3.39M | — |
| 3-year earnings growth | 13.95 | — |