Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 82 | — |
| Standard deviation | 17.96 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 13.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.48 | — |
| R-squared | 79 | — |
| Standard deviation | 17.38 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 20.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.70 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 79 | — |
| Standard deviation | 16.91 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 18.45 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.92M | — |
| 3-year earnings growth | 10.26 | — |