Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.60 | — |
| R-squared | 94 | — |
| Standard deviation | 16.49 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 16.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.73 | — |
| Beta | 1 | — |
| Mean annual return | 2.58 | — |
| R-squared | 93 | — |
| Standard deviation | 18.35 | — |
| Sharpe ratio | 1.39 | — |
| Treynor ratio | 31.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 94 | — |
| Standard deviation | 20.73 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 12.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 132.82K | — |
| 3-year earnings growth | 20.77 | — |