Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.65 | — |
| Beta | 1 | — |
| Mean annual return | 2.21 | — |
| R-squared | 70 | — |
| Standard deviation | 21.18 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 27.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 72 | — |
| Standard deviation | 20.23 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 10.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 78 | — |
| Standard deviation | 18.29 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 12.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.14 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 165.98K | — |
| 3-year earnings growth | 20.79 | — |