Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.97 | — |
| R-squared | 95 | — |
| Standard deviation | 15.53 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 21.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.50 | — |
| Beta | 1 | — |
| Mean annual return | 2.68 | — |
| R-squared | 95 | — |
| Standard deviation | 16.22 | — |
| Sharpe ratio | 1.65 | — |
| Treynor ratio | 33.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 96 | — |
| Standard deviation | 18.79 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 12.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 447.25K | — |
| 3-year earnings growth | 17.99 | — |