Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.85 | — |
| R-squared | 89 | — |
| Standard deviation | 18.87 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 17.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 11.43 | — |
| Beta | 1 | — |
| Mean annual return | 3.54 | — |
| R-squared | 72 | — |
| Standard deviation | 22.39 | — |
| Sharpe ratio | 1.65 | — |
| Treynor ratio | 44.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 59 | — |
| Standard deviation | 21.05 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 19.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 322.41K | — |
| 3-year earnings growth | 29 | — |