Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 83 | — |
| Standard deviation | 10.19 | — |
| Sharpe ratio | 1.35 | — |
| Treynor ratio | 18.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 84 | — |
| Standard deviation | 11.59 | — |
| Sharpe ratio | 1.30 | — |
| Treynor ratio | 18.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 90 | — |
| Standard deviation | 15.40 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.96 | — |
| Price/Sales (P/S) | 1.41 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 531.12K | — |
| 3-year earnings growth | 17.62 | — |