Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 92 | — |
| Standard deviation | 12.97 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 15.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 89 | — |
| Standard deviation | 14.10 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 13.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 90 | — |
| Standard deviation | 13.40 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 163.72K | — |
| 3-year earnings growth | 11.05 | — |