Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.48 | — |
| R-squared | 77 | — |
| Standard deviation | 19.32 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 15.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 82 | — |
| Standard deviation | 20.61 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 10.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.49 | — |
| R-squared | 83 | — |
| Standard deviation | 20.51 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 15.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.11 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 214.90K | — |
| 3-year earnings growth | 24.33 | — |