Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 81 | — |
| Standard deviation | 14.61 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 8.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 79 | — |
| Standard deviation | 15.77 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 11.98 | — |
| 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) | 0.36 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 53.78K | — |
| 3-year earnings growth | 9.41 | — |