Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 65 | — |
| Standard deviation | 6.17 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 4.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 67 | — |
| Standard deviation | 7.28 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 2.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 59 | — |
| Standard deviation | 8.22 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 2.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 259.79K | — |
| 3-year earnings growth | 20.24 | — |