Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 78 | — |
| Standard deviation | 20.36 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 83 | — |
| Standard deviation | 21.06 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 7.42 | — |
| 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) | 0.14 | — |
| Price/Sales (P/S) | 0.19 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 157.56K | — |
| 3-year earnings growth | 19.91 | — |