Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 93 | — |
| Standard deviation | 12.84 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 15.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.59 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 94 | — |
| Standard deviation | 13.17 | — |
| Sharpe ratio | 1.32 | — |
| Treynor ratio | 21.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 96 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.44 | — |
| Median market vapitalization | 2.53M | — |
| 3-year earnings growth | 21.90 | — |