Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 98 | — |
| Standard deviation | 10.91 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 6.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.18 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 96 | — |
| Standard deviation | 10.62 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 8.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 90 | — |
| Standard deviation | 10.24 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 7.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 120.01K | — |
| 3-year earnings growth | 20.82 | — |