Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 82 | — |
| Standard deviation | 7.96 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 4.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 88 | — |
| Standard deviation | 10.63 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 4.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 79.06K | — |
| 3-year earnings growth | 17.82 | — |