Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 60 | — |
| Standard deviation | 13.05 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 9.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 61 | — |
| Standard deviation | 15.36 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 10.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 66 | — |
| Standard deviation | 17.47 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 781.94K | — |
| 3-year earnings growth | 24.86 | — |