Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 93 | — |
| Standard deviation | 13.82 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 94 | — |
| Standard deviation | 15.64 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 92 | — |
| Standard deviation | 16.06 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 288.53K | — |
| 3-year earnings growth | 17.30 | — |