Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 83 | — |
| Standard deviation | 3.78 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 3.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 65 | — |
| Standard deviation | 4.22 | — |
| Sharpe ratio | 1.74 | — |
| Treynor ratio | 7.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 64 | — |
| Standard deviation | 6.15 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 2.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.40 | — |
| Median market vapitalization | 2.13M | — |
| 3-year earnings growth | 22.42 | — |