Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 74 | — |
| Standard deviation | 5.29 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 1.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 76 | — |
| Standard deviation | 4.85 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 4.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 75 | — |
| Standard deviation | 5.29 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 535.68K | — |
| 3-year earnings growth | 37.34 | — |