Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 82 | — |
| Standard deviation | 14.90 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.67 | — |
| R-squared | 81 | — |
| Standard deviation | 14.61 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 17.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 87 | — |
| Standard deviation | 16.31 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 699.38K | — |
| 3-year earnings growth | 19.61 | — |