Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 92 | — |
| Standard deviation | 14.51 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 92 | — |
| Standard deviation | 14.97 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 93 | — |
| Standard deviation | 15.12 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 134.82K | — |
| 3-year earnings growth | 11.82 | — |