Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 92 | — |
| Standard deviation | 15.16 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 11.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.76 | — |
| Beta | 1 | — |
| Mean annual return | 2.21 | — |
| R-squared | 90 | — |
| Standard deviation | 15.97 | — |
| Sharpe ratio | 1.32 | — |
| Treynor ratio | 30.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 90 | — |
| Standard deviation | 19.41 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 15.19 | — |
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 | — |