Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.17 | — |
| Beta | 1 | — |
| Mean annual return | 2.13 | — |
| R-squared | 54 | — |
| Standard deviation | 20.32 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 20.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.96 | — |
| Beta | 1 | — |
| Mean annual return | 2.21 | — |
| R-squared | 60 | — |
| Standard deviation | 18.28 | — |
| Sharpe ratio | 1.15 | — |
| Treynor ratio | 24.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 76 | — |
| Standard deviation | 20.44 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 10.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 276.47K | — |
| 3-year earnings growth | 23.74 | — |
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