Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 92 | — |
| Standard deviation | 13.20 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 13.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.89 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 92 | — |
| Standard deviation | 14.55 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 15.42 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.92 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 23.83K | — |
| 3-year earnings growth | 22.47 | — |