Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 94 | — |
| Standard deviation | 17.30 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 10.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.19 | — |
| Beta | 1 | — |
| Mean annual return | 2.09 | — |
| R-squared | 93 | — |
| Standard deviation | 16.72 | — |
| Sharpe ratio | 1.18 | — |
| Treynor ratio | 21.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.32 | — |
| R-squared | 95 | — |
| Standard deviation | 19 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 9.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 342.83K | — |
| 3-year earnings growth | 28.97 | — |