Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 96 | — |
| Standard deviation | 16.39 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 10.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.44 | — |
| Beta | 1 | — |
| Mean annual return | 2.07 | — |
| R-squared | 96 | — |
| Standard deviation | 15.82 | — |
| Sharpe ratio | 1.23 | — |
| Treynor ratio | 23.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 94 | — |
| Standard deviation | 17.40 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 8.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 578.79K | — |
| 3-year earnings growth | 22.86 | — |