Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 91 | — |
| Standard deviation | 17.49 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 13.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 88 | — |
| Standard deviation | 17.18 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 13.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 89 | — |
| Standard deviation | 16.79 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 69.55K | — |
| 3-year earnings growth | 15.77 | — |