Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 0 | — |
| Mean annual return | 0.22 | — |
| R-squared | 13 | — |
| Standard deviation | 4.92 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.67 | — |
| Beta | 0 | — |
| Mean annual return | 0.25 | — |
| R-squared | 14 | — |
| Standard deviation | 4.83 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 28 | — |
| Standard deviation | 5.51 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 294.80K | — |
| 3-year earnings growth | 16.25 | — |