Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 80 | — |
| Standard deviation | 10.49 | — |
| Sharpe ratio | 1.74 | — |
| Treynor ratio | 24.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 86 | — |
| Standard deviation | 13.13 | — |
| Sharpe ratio | 1.37 | — |
| Treynor ratio | 20.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 89 | — |
| Standard deviation | 15.37 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 10.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.95 | — |
| Price/Sales (P/S) | 1.57 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 869.81K | — |
| 3-year earnings growth | 16.80 | — |