Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 56 | — |
| Standard deviation | 5.61 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 6.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 71 | — |
| Standard deviation | 6.74 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 4.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 79 | — |
| Standard deviation | 9.42 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.24 | — |
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 | 267.22K | — |
| 3-year earnings growth | 13.76 | — |