Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 93 | — |
| Standard deviation | 13.80 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.69 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 94 | — |
| Standard deviation | 14.10 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 11.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 94 | — |
| Standard deviation | 14.85 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 112.57K | — |
| 3-year earnings growth | 11.83 | — |