Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 81 | — |
| Standard deviation | 7.21 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 2.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 83 | — |
| Standard deviation | 7.76 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 4.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 86 | — |
| Standard deviation | 8.17 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 5.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 93.28K | — |
| 3-year earnings growth | 10.74 | — |