Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.61 | — |
| R-squared | 75 | — |
| Standard deviation | 20.40 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 10.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 12.95 | — |
| Beta | 1 | — |
| Mean annual return | 3.09 | — |
| R-squared | 68 | — |
| Standard deviation | 19.57 | — |
| Sharpe ratio | 1.61 | — |
| Treynor ratio | 32.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.61 | — |
| R-squared | 77 | — |
| Standard deviation | 21.49 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 11.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 964.95K | — |
| 3-year earnings growth | 31.38 | — |