Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.12 | — |
| Beta | 0 | — |
| Mean annual return | 0.13 | — |
| R-squared | 12 | — |
| Standard deviation | 4.99 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 2.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.78 | — |
| Beta | 0 | — |
| Mean annual return | 0.20 | — |
| R-squared | 13 | — |
| Standard deviation | 4.88 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 8.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 0 | — |
| Mean annual return | 0.07 | — |
| R-squared | 23 | — |
| Standard deviation | 5.54 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 294.80K | — |
| 3-year earnings growth | 16.25 | — |