Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 98 | — |
| Standard deviation | 16.06 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 11.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 98 | — |
| Standard deviation | 16.91 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 12.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 98 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 105.22K | — |
| 3-year earnings growth | 10.33 | — |