Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 91 | — |
| Standard deviation | 14.70 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 8.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 91 | — |
| Standard deviation | 14.85 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 12.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 91 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.44 | — |
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 | — |