Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.49 | — |
| Beta | 1 | — |
| Mean annual return | 1.93 | — |
| R-squared | 94 | — |
| Standard deviation | 15.79 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 21.91 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.98 | — |
| Beta | 1 | — |
| Mean annual return | 2.61 | — |
| R-squared | 93 | — |
| Standard deviation | 17.11 | — |
| Sharpe ratio | 1.51 | — |
| Treynor ratio | 33.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 209.20K | — |
| 3-year earnings growth | 16.14 | — |