Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.79 | — |
| R-squared | 88 | — |
| Standard deviation | 18.73 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 17.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.90 | — |
| Beta | 1 | — |
| Mean annual return | 2.95 | — |
| R-squared | 91 | — |
| Standard deviation | 18.75 | — |
| Sharpe ratio | 1.59 | — |
| Treynor ratio | 37.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.89 | — |
| R-squared | 95 | — |
| Standard deviation | 22.07 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 16.98 | — |
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 | — |