Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 13.17 | — |
| Beta | 1 | — |
| Mean annual return | 2.33 | — |
| R-squared | 84 | — |
| Standard deviation | 17.72 | — |
| Sharpe ratio | 1.22 | — |
| Treynor ratio | 21.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.68 | — |
| Beta | 1 | — |
| Mean annual return | 2.81 | — |
| R-squared | 69 | — |
| Standard deviation | 21.36 | — |
| Sharpe ratio | 1.33 | — |
| Treynor ratio | 27.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.59 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 79 | — |
| Standard deviation | 24.94 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0.25 | — |
| Median market vapitalization | 877.97K | — |
| 3-year earnings growth | 22.76 | — |