Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 14.40 | — |
| Beta | 1 | — |
| Mean annual return | 2.49 | — |
| R-squared | 50 | — |
| Standard deviation | 21.56 | — |
| Sharpe ratio | 1.21 | — |
| Treynor ratio | 25.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.92 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 52 | — |
| Standard deviation | 22.08 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 10.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 43 | — |
| Standard deviation | 19.26 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 12.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 396.99K | — |
| 3-year earnings growth | 21.85 | — |