Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 97 | — |
| Standard deviation | 16.01 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 97 | — |
| Standard deviation | 16.19 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 12.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.86 | — |
| R-squared | 95 | — |
| Standard deviation | 15.21 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 7.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 997.72K | — |
| 3-year earnings growth | 12.14 | — |