Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 92 | — |
| Standard deviation | 14.38 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 90 | — |
| Standard deviation | 14.35 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 14.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 90 | — |
| Standard deviation | 13.34 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 168.18K | — |
| 3-year earnings growth | 17.74 | — |