Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 89 | — |
| Standard deviation | 13.11 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 12.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 91 | — |
| Standard deviation | 14.47 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 11.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 92 | — |
| Standard deviation | 15.18 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 130.34K | — |
| 3-year earnings growth | 14.55 | — |