Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 98 | — |
| Standard deviation | 10.09 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 96 | — |
| Standard deviation | 9.22 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 7.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 93 | — |
| Standard deviation | 8.52 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 4.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 71.69K | — |
| 3-year earnings growth | 3.74 | — |