Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 97 | — |
| Standard deviation | 15.22 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 5.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 96 | — |
| Standard deviation | 15.56 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 10.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 95 | — |
| Standard deviation | 15.21 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 852.24K | — |
| 3-year earnings growth | 11.20 | — |