Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 82 | — |
| Standard deviation | 19.86 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 12.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 84 | — |
| Standard deviation | 19.37 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 15.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.32 | — |
| R-squared | 86 | — |
| Standard deviation | 19.07 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 14.18 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 290.28K | — |
| 3-year earnings growth | 20.06 | — |