Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 96 | — |
| Standard deviation | 17.82 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.50 | — |
| Beta | 1 | — |
| Mean annual return | 2.32 | — |
| R-squared | 95 | — |
| Standard deviation | 21.10 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 25.62 | — |
| 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) | 0.16 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 1.95M | — |
| 3-year earnings growth | 9.37 | — |