Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 91 | — |
| Standard deviation | 12.45 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 91 | — |
| Standard deviation | 13.31 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 92 | — |
| Standard deviation | 13.36 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 73.73K | — |
| 3-year earnings growth | 5.91 | — |