Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 10.13 | — |
| Beta | 1 | — |
| Mean annual return | 2.09 | — |
| R-squared | 71 | — |
| Standard deviation | 19.62 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 17.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.65 | — |
| Beta | 1 | — |
| Mean annual return | 2.69 | — |
| R-squared | 72 | — |
| Standard deviation | 18.51 | — |
| Sharpe ratio | 1.45 | — |
| Treynor ratio | 30.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 83 | — |
| Standard deviation | 20.28 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 8.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 216.96K | — |
| 3-year earnings growth | 27.23 | — |