Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 93 | — |
| Standard deviation | 12 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.64 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 87 | — |
| Standard deviation | 12.62 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 14.30 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 55.54K | — |
| 3-year earnings growth | 6.76 | — |