Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.69 | — |
| Beta | 1 | — |
| Mean annual return | 2.13 | — |
| R-squared | 62 | — |
| Standard deviation | 18.10 | — |
| Sharpe ratio | 1.19 | — |
| Treynor ratio | 17.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 74 | — |
| Standard deviation | 18.66 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 9.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 75 | — |
| Standard deviation | 17.02 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 12.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 483.21K | — |
| 3-year earnings growth | 24.08 | — |