Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 100 | — |
| Standard deviation | 15.37 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 12.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 100 | — |
| Standard deviation | 16.50 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 12.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 100 | — |
| Standard deviation | 15.76 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 11.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 351.16K | — |
| 3-year earnings growth | 14.77 | — |