Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 84 | — |
| Standard deviation | 13.29 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 84 | — |
| Standard deviation | 13.29 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 10.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 82 | — |
| Standard deviation | 12.13 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.32 | — |
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 | — |