Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 10.94 | — |
| Beta | 1 | — |
| Mean annual return | 2.26 | — |
| R-squared | 86 | — |
| Standard deviation | 17.64 | — |
| Sharpe ratio | 1.17 | — |
| Treynor ratio | 20.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.42 | — |
| Beta | 1 | — |
| Mean annual return | 2.64 | — |
| R-squared | 68 | — |
| Standard deviation | 20.83 | — |
| Sharpe ratio | 1.26 | — |
| Treynor ratio | 24.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 79 | — |
| Standard deviation | 24.92 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.74 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 907.80K | — |
| 3-year earnings growth | 21.20 | — |