Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 82 | — |
| Standard deviation | 5.87 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 6.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 85 | — |
| Standard deviation | 6.31 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 6.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 87 | — |
| Standard deviation | 5.97 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 6.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 82.08K | — |
| 3-year earnings growth | 6.45 | — |