Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.56 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 87 | — |
| Standard deviation | 15.57 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 9.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 89 | — |
| Standard deviation | 16.51 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 12.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 91 | — |
| Standard deviation | 16.77 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.96 | — |
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 | — |