Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.20 | — |
| Beta | 1 | — |
| Mean annual return | 2.13 | — |
| R-squared | 90 | — |
| Standard deviation | 15.46 | — |
| Sharpe ratio | 1.23 | — |
| Treynor ratio | 19.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.98 | — |
| R-squared | 87 | — |
| Standard deviation | 14.39 | — |
| Sharpe ratio | 1.27 | — |
| Treynor ratio | 21.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 741.25K | — |
| 3-year earnings growth | 20.18 | — |