Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 73 | — |
| Standard deviation | 9.67 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 68 | — |
| Standard deviation | 10.18 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 14.08 | — |
| 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) | 0.44 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 27.57K | — |
| 3-year earnings growth | 4.84 | — |