Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 96 | — |
| Standard deviation | 13.52 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.50 | — |
| R-squared | 93 | — |
| Standard deviation | 12.99 | — |
| Sharpe ratio | 1.19 | — |
| Treynor ratio | 17.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 90 | — |
| Standard deviation | 12.77 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 8.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 94.75K | — |
| 3-year earnings growth | 15.13 | — |