Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.58 | — |
| R-squared | 69 | — |
| Standard deviation | 19.31 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 11.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 72 | — |
| Standard deviation | 18.24 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 14.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 76 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 11.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 429.17K | — |
| 3-year earnings growth | 20.40 | — |