Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 81 | — |
| Standard deviation | 16.31 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 85 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 14.22 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 82 | — |
| Standard deviation | 15.44 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 11.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 706.19K | — |
| 3-year earnings growth | 17.42 | — |