Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 72 | — |
| Standard deviation | 20.04 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 77 | — |
| Standard deviation | 20.32 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.33 | — |
| R-squared | 75 | — |
| Standard deviation | 18.51 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 11.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.17 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 764.04K | — |
| 3-year earnings growth | 21.19 | — |