Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.26 | — |
| Beta | 0 | — |
| Mean annual return | 0.40 | — |
| R-squared | 48 | — |
| Standard deviation | 4.85 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 48 | — |
| Standard deviation | 4.53 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 9.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 55 | — |
| Standard deviation | 4.57 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 5.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 499.52K | — |
| 3-year earnings growth | 9.36 | — |