Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.87 | — |
| Beta | 1 | — |
| Mean annual return | 2.20 | — |
| R-squared | 63 | — |
| Standard deviation | 18.25 | — |
| Sharpe ratio | 1.22 | — |
| Treynor ratio | 18.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 73 | — |
| Standard deviation | 19.17 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 10.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 3.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 74 | — |
| Standard deviation | 17.63 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 12.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.10 | — |
| Price/Sales (P/S) | 0.11 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 797.33K | — |
| 3-year earnings growth | 21.41 | — |