Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 57 | — |
| Standard deviation | 18.56 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 2.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 60 | — |
| Standard deviation | 18.49 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 9.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 69 | — |
| Standard deviation | 17.10 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 8.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 286.74K | — |
| 3-year earnings growth | 21.69 | — |