Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 53 | — |
| Standard deviation | 7.26 | — |
| Sharpe ratio | 1.34 | — |
| Treynor ratio | 12.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 66 | — |
| Standard deviation | 7.92 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 8.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 62 | — |
| Standard deviation | 7.85 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 8.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 519.61K | — |
| 3-year earnings growth | 19.09 | — |
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