Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 97 | — |
| Standard deviation | 15.06 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 11.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 98 | — |
| Standard deviation | 15.68 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 98 | — |
| Standard deviation | 15.16 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 96.39K | — |
| 3-year earnings growth | 16.42 | — |