Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 93 | — |
| Standard deviation | 10.24 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 90 | — |
| Standard deviation | 10.74 | — |
| Sharpe ratio | 1.23 | — |
| Treynor ratio | 18.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 90 | — |
| Standard deviation | 10.73 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 9.82 | — |
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 | — |