Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.76 | — |
| Beta | 2 | — |
| Mean annual return | 1.30 | — |
| R-squared | 70 | — |
| Standard deviation | 22.83 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.19 | — |
| Beta | 2 | — |
| Mean annual return | 1.63 | — |
| R-squared | 66 | — |
| Standard deviation | 23.34 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 9.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 398.82K | — |
| 3-year earnings growth | 24.34 | — |