Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 85 | — |
| Standard deviation | 17.45 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 6.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 89 | — |
| Standard deviation | 19.17 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 10.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 89 | — |
| Standard deviation | 17.45 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 446.73K | — |
| 3-year earnings growth | 25.69 | — |