Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 92 | — |
| Standard deviation | 15.18 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 12.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.77 | — |
| Beta | 1 | — |
| Mean annual return | 2.30 | — |
| R-squared | 90 | — |
| Standard deviation | 15.99 | — |
| Sharpe ratio | 1.38 | — |
| Treynor ratio | 31.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.67 | — |
| R-squared | 90 | — |
| Standard deviation | 19.43 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 16.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 131.81K | — |
| 3-year earnings growth | 21.43 | — |