Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 82 | — |
| Standard deviation | 11.30 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 85 | — |
| Standard deviation | 12.47 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 14.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 90 | — |
| Standard deviation | 12.83 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 37.51K | — |
| 3-year earnings growth | 10.77 | — |