Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.14 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 90 | — |
| Standard deviation | 15.09 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 90 | — |
| Standard deviation | 14.51 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 11.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 92 | — |
| Standard deviation | 13.87 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 151.93K | — |
| 3-year earnings growth | 18.59 | — |