Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.91 | — |
| R-squared | 96 | — |
| Standard deviation | 14.93 | — |
| Sharpe ratio | 1.12 | — |
| Treynor ratio | 20.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.83 | — |
| Beta | 1 | — |
| Mean annual return | 2.38 | — |
| R-squared | 96 | — |
| Standard deviation | 17.57 | — |
| Sharpe ratio | 1.32 | — |
| Treynor ratio | 29.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 93 | — |
| Standard deviation | 17.24 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 7.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 622.80K | — |
| 3-year earnings growth | 9.45 | — |