Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 88 | — |
| Standard deviation | 21.64 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 10.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 90 | — |
| Standard deviation | 20.34 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 14.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 91 | — |
| Standard deviation | 19.01 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 14.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.15 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 410.28K | — |
| 3-year earnings growth | 20.98 | — |