Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 91 | — |
| Standard deviation | 11.37 | — |
| Sharpe ratio | 1.23 | — |
| Treynor ratio | 16.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 93 | — |
| Standard deviation | 12.93 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 15.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 95 | — |
| Standard deviation | 15.50 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 0.96 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 21.16K | — |
| 3-year earnings growth | 20.22 | — |