Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 87 | — |
| Standard deviation | 15.98 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 8.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 90 | — |
| Standard deviation | 16.86 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 12.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 89 | — |
| Standard deviation | 17.13 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 272.26K | — |
| 3-year earnings growth | 14.51 | — |