Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.92 | — |
| R-squared | 73 | — |
| Standard deviation | 18.13 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 16.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.67 | — |
| Beta | 1 | — |
| Mean annual return | 2.54 | — |
| R-squared | 70 | — |
| Standard deviation | 17.94 | — |
| Sharpe ratio | 1.40 | — |
| Treynor ratio | 27.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 79 | — |
| Standard deviation | 20.10 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 10.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 1.01 | — |
| Price/Cashflow (P/CF) | 0.39 | — |
| Median market vapitalization | 556.95K | — |
| 3-year earnings growth | 22.84 | — |