Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 86 | — |
| Standard deviation | 16.87 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 80 | — |
| Standard deviation | 15.30 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 15.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 86 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 539.97K | — |
| 3-year earnings growth | 16.43 | — |