Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 82 | — |
| Standard deviation | 16.45 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 13.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.46 | — |
| R-squared | 82 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 18.63 | — |
| 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) | 0.10 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 0.84 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 250.19K | — |
| 3-year earnings growth | 16.42 | — |