Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 99 | — |
| Standard deviation | 13.69 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 11.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 99 | — |
| Standard deviation | 13.29 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 12.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 99 | — |
| Standard deviation | 13.15 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 11.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 336.69K | — |
| 3-year earnings growth | 18.97 | — |