Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 66 | — |
| Standard deviation | 17.59 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 10.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 73 | — |
| Standard deviation | 17.66 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 8.56 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 73 | — |
| Standard deviation | 16.79 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 10.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 441.48K | — |
| 3-year earnings growth | 19.36 | — |