Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.29 | — |
| Beta | 1 | — |
| Mean annual return | 1.77 | — |
| R-squared | 87 | — |
| Standard deviation | 18.01 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 17.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.10 | — |
| Beta | 1 | — |
| Mean annual return | 2.39 | — |
| R-squared | 88 | — |
| Standard deviation | 17.39 | — |
| Sharpe ratio | 1.33 | — |
| Treynor ratio | 30.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 6.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.83 | — |
| R-squared | 94 | — |
| Standard deviation | 21.94 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 17.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 253.23K | — |
| 3-year earnings growth | 20.24 | — |
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