Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.32 | — |
| Beta | 1 | — |
| Mean annual return | 1.78 | — |
| R-squared | 88 | — |
| Standard deviation | 15.34 | — |
| Sharpe ratio | 0.97 | — |
| Treynor ratio | 15.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.08 | — |
| Beta | 1 | — |
| Mean annual return | 2.25 | — |
| R-squared | 88 | — |
| Standard deviation | 15.14 | — |
| Sharpe ratio | 1.43 | — |
| Treynor ratio | 24.55 | — |
| 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) | 0.21 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.43 | — |
| Median market vapitalization | 1.08M | — |
| 3-year earnings growth | 20.88 | — |