Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.71 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 94 | — |
| Standard deviation | 6.77 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 8.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 93 | — |
| Standard deviation | 7.30 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 5.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 89 | — |
| Standard deviation | 7.72 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 4.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 58.28K | — |
| 3-year earnings growth | 7.40 | — |
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