Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.81 | — |
| Beta | 1 | — |
| Mean annual return | 2.38 | — |
| R-squared | 89 | — |
| Standard deviation | 25.23 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 21.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 88 | — |
| Standard deviation | 23.92 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 11.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.74 | — |
| R-squared | 89 | — |
| Standard deviation | 21.26 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 17.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 230.41K | — |
| 3-year earnings growth | 21.23 | — |