Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 10.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.48 | — |
| R-squared | 72 | — |
| Standard deviation | 7.24 | — |
| Sharpe ratio | 2.45 | — |
| Treynor ratio | 36.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 66 | — |
| Standard deviation | 10.42 | — |
| Sharpe ratio | 1.57 | — |
| Treynor ratio | 26.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 82 | — |
| Standard deviation | 16.60 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 1.11 | — |
| Price/Sales (P/S) | 1.38 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 391.76K | — |
| 3-year earnings growth | 12.03 | — |