Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.98 | — |
| R-squared | 95 | — |
| Standard deviation | 14.75 | — |
| Sharpe ratio | 1.17 | — |
| Treynor ratio | 20.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.86 | — |
| R-squared | 93 | — |
| Standard deviation | 15.17 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 19.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 93 | — |
| Standard deviation | 17.08 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 11.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 598.12K | — |
| 3-year earnings growth | 16.04 | — |