Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 91 | — |
| Standard deviation | 14.71 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 91 | — |
| Standard deviation | 14.85 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 13.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 91 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 44.69K | — |
| 3-year earnings growth | 20.42 | — |