Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 99 | — |
| Standard deviation | 13.77 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 11.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 99 | — |
| Standard deviation | 13.18 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 13.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 99 | — |
| Standard deviation | 12.76 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 12.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 520.73K | — |
| 3-year earnings growth | 19.46 | — |