Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 92 | — |
| Standard deviation | 12.64 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 13.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 89 | — |
| Standard deviation | 14.04 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 12.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 90 | — |
| Standard deviation | 13.40 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 179.89K | — |
| 3-year earnings growth | 11.97 | — |