Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 89 | — |
| Standard deviation | 20.32 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 18.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.70 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 90 | — |
| Standard deviation | 19.19 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 10.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 89 | — |
| Standard deviation | 15.81 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 110.06K | — |
| 3-year earnings growth | 14.58 | — |