Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | — | 0.03 |
Beta | — | 0.01 |
Mean annual return | — | 0.00 |
R-squared | — | 0.96 |
Standard deviation | — | 0.16 |
Sharpe ratio | — | 0.00 |
Treynor ratio | — | 0.00 |
5 year | Return | Category |
---|---|---|
Alpha | — | 0.03 |
Beta | — | 0.01 |
Mean annual return | — | 0.01 |
R-squared | — | 0.97 |
Standard deviation | — | 0.17 |
Sharpe ratio | — | 0.00 |
Treynor ratio | — | 0.05 |
10 year | Return | Category |
---|---|---|
Alpha | — | 0 |
Beta | — | 0 |
Mean annual return | — | 0 |
R-squared | — | 0 |
Standard deviation | — | 0 |
Sharpe ratio | — | 0 |
Treynor ratio | — | 0 |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.05 | 0.05 |
Price/Book (P/B) | 0.39 | 0.38 |
Price/Sales (P/S) | 0.51 | 0.51 |
Price/Cashflow (P/CF) | 0.08 | 0.08 |
Median market vapitalization | 103.12K | 83.12K |
3-year earnings growth | 11.12 | 20.66 |