Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 97 | — |
| Standard deviation | 14.52 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 11.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 96 | — |
| Standard deviation | 15.56 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 97 | — |
| Standard deviation | 15.18 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 346.05K | — |
| 3-year earnings growth | 6.15 | — |