Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 86 | — |
| Standard deviation | 16.29 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 12.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 88 | — |
| Standard deviation | 16.59 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 9.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 81 | — |
| Standard deviation | 15.92 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 6.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 465.21K | — |
| 3-year earnings growth | 17.50 | — |