Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 92 | — |
| Standard deviation | 14.38 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 90 | — |
| Standard deviation | 14.34 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 13.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 90 | — |
| Standard deviation | 13.32 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 168.18K | — |
| 3-year earnings growth | 17.74 | — |