Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.88 | — |
| R-squared | 92 | — |
| Standard deviation | 15.03 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 18.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.83 | — |
| R-squared | 92 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 1.12 | — |
| Treynor ratio | 19.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 95 | — |
| Standard deviation | 18.08 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 13.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 540.26K | — |
| 3-year earnings growth | 23.05 | — |
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