Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.70 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 94 | — |
| Standard deviation | 22.14 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 7.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.21 | — |
| R-squared | 93 | — |
| Standard deviation | 21.45 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 10.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 93 | — |
| Standard deviation | 18.96 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 10.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 259.59K | — |
| 3-year earnings growth | 23.58 | — |