Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 83 | — |
| Standard deviation | 13.20 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 83 | — |
| Standard deviation | 13.28 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 82 | — |
| Standard deviation | 12.24 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 73.54K | — |
| 3-year earnings growth | 7.12 | — |