Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.73 | — |
| R-squared | 81 | — |
| Standard deviation | 18.48 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 12.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.81 | — |
| Beta | 1 | — |
| Mean annual return | 2.39 | — |
| R-squared | 79 | — |
| Standard deviation | 17.92 | — |
| Sharpe ratio | 1.30 | — |
| Treynor ratio | 23.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.79 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 83 | — |
| Standard deviation | 19.90 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 8.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 418.19K | — |
| 3-year earnings growth | 20.14 | — |