Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.59 | — |
| Beta | 1 | — |
| Mean annual return | 2.33 | — |
| R-squared | 89 | — |
| Standard deviation | 21.45 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 26.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.55 | — |
| R-squared | 90 | — |
| Standard deviation | 20.93 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 16.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.54 | — |
| R-squared | 91 | — |
| Standard deviation | 19.34 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 16.99 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 465.62K | — |
| 3-year earnings growth | 20.28 | — |