Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 83 | — |
| Standard deviation | 23.10 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 9.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 83 | — |
| Standard deviation | 22.64 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 83 | — |
| Standard deviation | 19.70 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 140.44K | — |
| 3-year earnings growth | 27.68 | — |