Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 0 | — |
| Mean annual return | 0.53 | — |
| R-squared | 37 | — |
| Standard deviation | 4.90 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 6.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.04 | — |
| Beta | 0 | — |
| Mean annual return | 0.60 | — |
| R-squared | 32 | — |
| Standard deviation | 4.82 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 12.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 37 | — |
| Standard deviation | 6.14 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 5.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 156.96K | — |
| 3-year earnings growth | 6.40 | — |