Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.70 | — |
| R-squared | 91 | — |
| Standard deviation | 17.57 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 16.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.80 | — |
| Beta | 1 | — |
| Mean annual return | 2.74 | — |
| R-squared | 91 | — |
| Standard deviation | 18.18 | — |
| Sharpe ratio | 1.51 | — |
| Treynor ratio | 36.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 92 | — |
| Standard deviation | 19.92 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 11.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 168.89K | — |
| 3-year earnings growth | 18.52 | — |