Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.59 | — |
| Beta | 1 | — |
| Mean annual return | 1.82 | — |
| R-squared | 79 | — |
| Standard deviation | 12.91 | — |
| Sharpe ratio | 1.31 | — |
| Treynor ratio | 21.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 85 | — |
| Standard deviation | 15.32 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 14.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 86 | — |
| Standard deviation | 16.35 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 12.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 110.84K | — |
| 3-year earnings growth | 16 | — |