Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 8.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.99 | — |
| R-squared | 71 | — |
| Standard deviation | 19.62 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 15.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.45 | — |
| Beta | 1 | — |
| Mean annual return | 2.59 | — |
| R-squared | 72 | — |
| Standard deviation | 18.50 | — |
| Sharpe ratio | 1.39 | — |
| Treynor ratio | 28.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 83 | — |
| Standard deviation | 20.27 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 216.96K | — |
| 3-year earnings growth | 27.23 | — |