Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 86 | — |
| Standard deviation | 10.47 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 16.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 86 | — |
| Standard deviation | 10.66 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 16.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 86 | — |
| Standard deviation | 11.36 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 12.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 327.33K | — |
| 3-year earnings growth | 11.86 | — |