Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 78 | — |
| Standard deviation | 15.33 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 6.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 10.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.70 | — |
| R-squared | 77 | — |
| Standard deviation | 16.96 | — |
| Sharpe ratio | 1.12 | — |
| Treynor ratio | 21.31 | — |
| 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) | 0.09 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 1.79 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 1.29K | — |
| 3-year earnings growth | 21.56 | — |