Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 91 | — |
| Standard deviation | 11.15 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 7.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 89 | — |
| Standard deviation | 11.26 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 7.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 89 | — |
| Standard deviation | 10.32 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 4.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 107.21K | — |
| 3-year earnings growth | 6.20 | — |