Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 95 | — |
| Standard deviation | 16.85 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 10.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 92 | — |
| Standard deviation | 17.57 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 12.05 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 97.97K | — |
| 3-year earnings growth | 7.16 | — |