Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 84 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 14.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.78 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 86 | — |
| Standard deviation | 16.92 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 84 | — |
| Standard deviation | 15.12 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 10.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.10 | — |
| Price/Sales (P/S) | 0.14 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 727.72K | — |
| 3-year earnings growth | 21.55 | — |