Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 93 | — |
| Standard deviation | 21.06 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 10.47 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 93 | — |
| Standard deviation | 21.17 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 11.31 | — |
| 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) | 0.19 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 173.20K | — |
| 3-year earnings growth | 18.19 | — |