Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 79 | — |
| Standard deviation | 14.90 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 9 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.87 | — |
| R-squared | 76 | — |
| Standard deviation | 15.07 | — |
| Sharpe ratio | 1.13 | — |
| Treynor ratio | 19.93 | — |
| 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) | 0.20 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 2.19M | — |
| 3-year earnings growth | 24.66 | — |