Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 87 | — |
| Standard deviation | 15.97 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 8.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 90 | — |
| Standard deviation | 16.85 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 11.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 89 | — |
| Standard deviation | 17.13 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 272.26K | — |
| 3-year earnings growth | 14.51 | — |