Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.04 | — |
| Beta | 1 | — |
| Mean annual return | 2.23 | — |
| R-squared | 51 | — |
| Standard deviation | 24.49 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 17.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.49 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 51 | — |
| Standard deviation | 22.07 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 14.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 41 | — |
| Standard deviation | 19.03 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 13.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 396.99K | — |
| 3-year earnings growth | 21.85 | — |