Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.43 | — |
| Beta | 1 | — |
| Mean annual return | 1.95 | — |
| R-squared | 90 | — |
| Standard deviation | 16.93 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 22.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.87 | — |
| Beta | 1 | — |
| Mean annual return | 2.64 | — |
| R-squared | 88 | — |
| Standard deviation | 17.72 | — |
| Sharpe ratio | 1.48 | — |
| Treynor ratio | 34.79 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 235.04K | — |
| 3-year earnings growth | 35.07 | — |