Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 80 | — |
| Standard deviation | 16.48 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 84 | — |
| Standard deviation | 16.68 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 12.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 87 | — |
| Standard deviation | 16.91 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 63.51K | — |
| 3-year earnings growth | 10.11 | — |