Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | 23.08 | — |
Beta | 1 | — |
Mean annual return | 3.53 | — |
R-squared | 58 | — |
Standard deviation | 29.90 | — |
Sharpe ratio | 1.26 | — |
Treynor ratio | 30.09 | — |
5 year | Return | Category |
---|---|---|
Alpha | 13.70 | — |
Beta | 2 | — |
Mean annual return | 3.39 | — |
R-squared | 69 | — |
Standard deviation | 34.31 | — |
Sharpe ratio | 1.10 | — |
Treynor ratio | 23.64 | — |
10 year | Return | Category |
---|---|---|
Alpha | 1.72 | — |
Beta | 1 | — |
Mean annual return | 1.24 | — |
R-squared | 69 | — |
Standard deviation | 31.18 | — |
Sharpe ratio | 0.42 | — |
Treynor ratio | 5.97 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.12 | — |
Price/Book (P/B) | 0.94 | — |
Price/Sales (P/S) | 0.41 | — |
Price/Cashflow (P/CF) | 0 | — |
Median market vapitalization | 25.97K | — |
3-year earnings growth | 17.49 | — |