Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 80 | — |
| Standard deviation | 18.93 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.45 | — |
| R-squared | 82 | — |
| Standard deviation | 18.32 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 12.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.27 | — |
| R-squared | 81 | — |
| Standard deviation | 16.67 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 11.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 705.69K | — |
| 3-year earnings growth | 17.21 | — |