Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.74 | — |
| R-squared | 98 | — |
| Standard deviation | 16.07 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 16.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.45 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 98 | — |
| Standard deviation | 16.84 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 14.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 98 | — |
| Standard deviation | 16.07 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 12.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 244.99K | — |
| 3-year earnings growth | 13.21 | — |