Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.43 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 72 | — |
| Standard deviation | 20.05 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 77 | — |
| Standard deviation | 20.32 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 9.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 75 | — |
| Standard deviation | 18.50 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 10.55 | — |
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 | — |