Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 93 | — |
| Standard deviation | 10.25 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 9.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 90 | — |
| Standard deviation | 10.76 | — |
| Sharpe ratio | 1.40 | — |
| Treynor ratio | 20.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 90 | — |
| Standard deviation | 10.75 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 12.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 52.53K | — |
| 3-year earnings growth | 19.14 | — |