Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 98 | — |
| Standard deviation | 16.08 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 11.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 98 | — |
| Standard deviation | 16.99 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 12.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 98 | — |
| Standard deviation | 16.64 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 107.38K | — |
| 3-year earnings growth | 10.39 | — |