Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.72 | — |
| R-squared | 79 | — |
| Standard deviation | 15.45 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 16.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 82 | — |
| Standard deviation | 15.68 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 13.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 81 | — |
| Standard deviation | 15.12 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 12.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 340.55K | — |
| 3-year earnings growth | 23.41 | — |