Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 66 | — |
| Standard deviation | 17.47 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 11.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 73 | — |
| Standard deviation | 17.54 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 9.33 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 448.00K | — |
| 3-year earnings growth | 19.25 | — |