Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.39 | — |
| Beta | 0 | — |
| Mean annual return | 0.82 | — |
| R-squared | 54 | — |
| Standard deviation | 8.07 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 12.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.30 | — |
| Beta | 0 | — |
| Mean annual return | 0.83 | — |
| R-squared | 48 | — |
| Standard deviation | 8.28 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 15.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 64 | — |
| Standard deviation | 8.94 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.55 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 83.45K | — |
| 3-year earnings growth | 11.01 | — |