Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 84 | — |
| Standard deviation | 13.79 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 9.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 86 | — |
| Standard deviation | 13.96 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 16.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 86 | — |
| Standard deviation | 15.35 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 162.50K | — |
| 3-year earnings growth | 18.96 | — |