Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.81 | — |
| R-squared | 95 | — |
| Standard deviation | 17.38 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 18.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.43 | — |
| Beta | 1 | — |
| Mean annual return | 2.91 | — |
| R-squared | 96 | — |
| Standard deviation | 18.27 | — |
| Sharpe ratio | 1.61 | — |
| Treynor ratio | 37.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.79 | — |
| Beta | 1 | — |
| Mean annual return | 1.87 | — |
| R-squared | 97 | — |
| Standard deviation | 21.86 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 16.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 224.89K | — |
| 3-year earnings growth | 20.03 | — |