Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 9.19 | — |
| Beta | 1 | — |
| Mean annual return | 2.11 | — |
| R-squared | 70 | — |
| Standard deviation | 19.58 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 17.70 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.94 | — |
| Beta | 1 | — |
| Mean annual return | 2.49 | — |
| R-squared | 70 | — |
| Standard deviation | 18.10 | — |
| Sharpe ratio | 1.36 | — |
| Treynor ratio | 26.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 83 | — |
| Standard deviation | 20.24 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 214.55K | — |
| 3-year earnings growth | 24.45 | — |