Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.10 | — |
| Beta | 1 | — |
| Mean annual return | 2.14 | — |
| R-squared | 68 | — |
| Standard deviation | 18.74 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 23.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.26 | — |
| Beta | 1 | — |
| Mean annual return | 2.69 | — |
| R-squared | 73 | — |
| Standard deviation | 17.01 | — |
| Sharpe ratio | 1.58 | — |
| Treynor ratio | 35.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 80 | — |
| Standard deviation | 19.46 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 13.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 695.85K | — |
| 3-year earnings growth | 29.56 | — |