Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 93 | — |
| Standard deviation | 16.07 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 15.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.57 | — |
| Beta | 1 | — |
| Mean annual return | 2.16 | — |
| R-squared | 91 | — |
| Standard deviation | 15.50 | — |
| Sharpe ratio | 1.32 | — |
| Treynor ratio | 25.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 94 | — |
| Standard deviation | 18.02 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 11.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.19 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 558.30K | — |
| 3-year earnings growth | 27.11 | — |