Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.52 | — |
| Beta | 1 | — |
| Mean annual return | 2.40 | — |
| R-squared | 71 | — |
| Standard deviation | 18.37 | — |
| Sharpe ratio | 1.21 | — |
| Treynor ratio | 21.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.96 | — |
| Beta | 1 | — |
| Mean annual return | 2.59 | — |
| R-squared | 68 | — |
| Standard deviation | 17.87 | — |
| Sharpe ratio | 1.44 | — |
| Treynor ratio | 27.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 78 | — |
| Standard deviation | 20.28 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 10.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 668.36K | — |
| 3-year earnings growth | 18.51 | — |