Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 94 | — |
| Standard deviation | 8.34 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 93 | — |
| Standard deviation | 8.40 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 4.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 89 | — |
| Standard deviation | 7.68 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 5.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 42.16K | — |
| 3-year earnings growth | 9.18 | — |