Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 10.56 | — |
| Beta | 1 | — |
| Mean annual return | 2.13 | — |
| R-squared | 87 | — |
| Standard deviation | 15.32 | — |
| Sharpe ratio | 1.25 | — |
| Treynor ratio | 21.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 9.75 | — |
| Beta | 1 | — |
| Mean annual return | 2.76 | — |
| R-squared | 73 | — |
| Standard deviation | 18.13 | — |
| Sharpe ratio | 1.53 | — |
| Treynor ratio | 29.55 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 83 | — |
| Standard deviation | 20.74 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 841.13K | — |
| 3-year earnings growth | 16.07 | — |