Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 100 | — |
| Standard deviation | 17.70 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.54 | — |
| R-squared | 100 | — |
| Standard deviation | 17.43 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 15.45 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 100 | — |
| Standard deviation | 15.71 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 284.01K | — |
| 3-year earnings growth | 12.68 | — |