Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.71 | — |
| R-squared | 91 | — |
| Standard deviation | 17.62 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 16.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.58 | — |
| Beta | 1 | — |
| Mean annual return | 2.57 | — |
| R-squared | 90 | — |
| Standard deviation | 17.84 | — |
| Sharpe ratio | 1.42 | — |
| Treynor ratio | 32.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 92 | — |
| Standard deviation | 19.90 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 11.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 172.99K | — |
| 3-year earnings growth | 16.66 | — |