Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.72 | — |
| R-squared | 91 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 16.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.93 | — |
| R-squared | 91 | — |
| Standard deviation | 15.47 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 20.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 94 | — |
| Standard deviation | 18.02 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 12.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 540.26K | — |
| 3-year earnings growth | 23.05 | — |