Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 98 | — |
| Standard deviation | 14.30 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 10.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 98 | — |
| Standard deviation | 13.56 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 11.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 97 | — |
| Standard deviation | 13.58 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 498.02K | — |
| 3-year earnings growth | 25.04 | — |