Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 8.33 | — |
| Beta | 1 | — |
| Mean annual return | 2.21 | — |
| R-squared | 66 | — |
| Standard deviation | 20.09 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 16.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.41 | — |
| Beta | 1 | — |
| Mean annual return | 2.47 | — |
| R-squared | 69 | — |
| Standard deviation | 18.68 | — |
| Sharpe ratio | 1.29 | — |
| Treynor ratio | 24.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.42 | — |
| R-squared | 81 | — |
| Standard deviation | 20.38 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 9.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 277.99K | — |
| 3-year earnings growth | 23.66 | — |