Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 91 | — |
| Standard deviation | 13.98 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 89 | — |
| Standard deviation | 13.90 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 12.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 90 | — |
| Standard deviation | 13.34 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 178.36K | — |
| 3-year earnings growth | 13.98 | — |