Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.99 | — |
| R-squared | 95 | — |
| Standard deviation | 15.54 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 21.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.35 | — |
| Beta | 1 | — |
| Mean annual return | 2.51 | — |
| R-squared | 94 | — |
| Standard deviation | 15.57 | — |
| Sharpe ratio | 1.59 | — |
| Treynor ratio | 30.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 96 | — |
| Standard deviation | 18.79 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 12.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 455.36K | — |
| 3-year earnings growth | 18.47 | — |