Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 96 | — |
| Standard deviation | 12.90 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 7.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.95 | — |
| R-squared | 96 | — |
| Standard deviation | 14.91 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 20.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.45 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 96 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 7.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.27 | — |
| Median market vapitalization | 3.59M | — |
| 3-year earnings growth | 19.99 | — |