Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 65 | — |
| Standard deviation | 5.78 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 58 | — |
| Standard deviation | 6.13 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 54 | — |
| Standard deviation | 6.48 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 2.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 104.89K | — |
| 3-year earnings growth | 14.72 | — |