Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 79 | — |
| Standard deviation | 17.32 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 3.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 83 | — |
| Standard deviation | 19.60 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 10.36 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 39.98K | — |
| 3-year earnings growth | 9.78 | — |