Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 93 | — |
| Standard deviation | 12.37 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 15.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 94 | — |
| Standard deviation | 13.97 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 94 | — |
| Standard deviation | 14.74 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 122.67K | — |
| 3-year earnings growth | 12.34 | — |