Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.92 | — |
| R-squared | 87 | — |
| Standard deviation | 15.65 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 17.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.74 | — |
| Beta | 1 | — |
| Mean annual return | 2.38 | — |
| R-squared | 83 | — |
| Standard deviation | 15.45 | — |
| Sharpe ratio | 1.50 | — |
| Treynor ratio | 26.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 86 | — |
| Standard deviation | 19.01 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 9.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.33 | — |
| Median market vapitalization | 943.29K | — |
| 3-year earnings growth | 12.60 | — |