Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 82 | — |
| Standard deviation | 17.34 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.64 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 84 | — |
| Standard deviation | 17.24 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 12.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 82 | — |
| Standard deviation | 15.56 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 10.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 367.77K | — |
| 3-year earnings growth | 22.74 | — |