Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 77 | — |
| Standard deviation | 9.32 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 4.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 78 | — |
| Standard deviation | 11.24 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 82 | — |
| Standard deviation | 11.29 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 4.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 449.06K | — |
| 3-year earnings growth | 16.85 | — |