Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 80 | — |
| Standard deviation | 10.13 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 16.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 81 | — |
| Standard deviation | 11.46 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 16.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 90 | — |
| Standard deviation | 13.48 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.76 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 36.18K | — |
| 3-year earnings growth | 11.77 | — |