Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 88 | — |
| Standard deviation | 22.49 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 9.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 89 | — |
| Standard deviation | 23.77 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 10.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 89 | — |
| Standard deviation | 21.28 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 10.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 393.04K | — |
| 3-year earnings growth | 17.21 | — |