Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 98 | — |
| Standard deviation | 19.15 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 98 | — |
| Standard deviation | 18.97 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 11.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 97 | — |
| Standard deviation | 17.20 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 8.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 348.70K | — |
| 3-year earnings growth | 11.91 | — |