Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 92 | — |
| Standard deviation | 11.37 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 10.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 91 | — |
| Standard deviation | 10.97 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 10.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 93 | — |
| Standard deviation | 11.33 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 9.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 253.27K | — |
| 3-year earnings growth | 8.91 | — |