Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 82 | — |
| Standard deviation | 17.40 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 84 | — |
| Standard deviation | 16.96 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 8.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 83 | — |
| Standard deviation | 15.52 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 10.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 367.77K | — |
| 3-year earnings growth | 22.74 | — |