Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 77 | — |
| Standard deviation | 13.25 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 7.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 82 | — |
| Standard deviation | 13.33 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 12.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 85 | — |
| Standard deviation | 13.69 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 173.02K | — |
| 3-year earnings growth | 10.01 | — |