Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 94 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 13.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.93 | — |
| R-squared | 93 | — |
| Standard deviation | 16.42 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 19.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 95 | — |
| Standard deviation | 19.04 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 9.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 465.58K | — |
| 3-year earnings growth | 23.06 | — |