Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 93 | — |
| Standard deviation | 18.52 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 89 | — |
| Standard deviation | 19.09 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.27 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 1.14 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 1.59K | — |
| 3-year earnings growth | 10.41 | — |