Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.39 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 95 | — |
| Standard deviation | 15.64 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 13.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.39 | — |
| Beta | 1 | — |
| Mean annual return | 2.02 | — |
| R-squared | 97 | — |
| Standard deviation | 19.44 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 20.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 94 | — |
| Standard deviation | 17.25 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 9.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 597.93K | — |
| 3-year earnings growth | 21.34 | — |