Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 94 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 95 | — |
| Standard deviation | 15.77 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 10.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 92 | — |
| Standard deviation | 16.04 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 7.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 241.68K | — |
| 3-year earnings growth | 11.20 | — |