Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 88 | — |
| Standard deviation | 15.48 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 89 | — |
| Standard deviation | 16.45 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 12.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 91 | — |
| Standard deviation | 16.73 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.85 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 42.46K | — |
| 3-year earnings growth | 16.48 | — |