Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.28 | — |
| Beta | 0 | — |
| Mean annual return | 0.80 | — |
| R-squared | 50 | — |
| Standard deviation | 8.29 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 11.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 53 | — |
| Standard deviation | 8.06 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 14.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 58 | — |
| Standard deviation | 8.95 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 12.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 119.32K | — |
| 3-year earnings growth | 6.70 | — |