Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 63 | — |
| Standard deviation | 17.06 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 10.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 9.38 | — |
| Beta | 1 | — |
| Mean annual return | 2.58 | — |
| R-squared | 58 | — |
| Standard deviation | 18.66 | — |
| Sharpe ratio | 1.36 | — |
| Treynor ratio | 28.68 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 130.76K | — |
| 3-year earnings growth | 13.94 | — |