Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.89 | — |
| R-squared | 87 | — |
| Standard deviation | 13.57 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 22.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.24 | — |
| Beta | 1 | — |
| Mean annual return | 2.34 | — |
| R-squared | 84 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 1.56 | — |
| Treynor ratio | 31.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 90 | — |
| Standard deviation | 18.77 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 11.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 568.01K | — |
| 3-year earnings growth | 15.19 | — |