Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 99 | — |
| Standard deviation | 13.69 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 10.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 99 | — |
| Standard deviation | 13.30 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 12.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 99 | — |
| Standard deviation | 13.16 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 11.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 336.69K | — |
| 3-year earnings growth | 18.97 | — |