Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 97 | — |
| Standard deviation | 12.99 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 95 | — |
| Standard deviation | 12.64 | — |
| Sharpe ratio | 1.15 | — |
| Treynor ratio | 16.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 92 | — |
| Standard deviation | 12.11 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 8.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 84.21K | — |
| 3-year earnings growth | 3.96 | — |