Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 94 | — |
| Standard deviation | 17.49 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 10.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 94 | — |
| Standard deviation | 17.80 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 11.08 | — |
| 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) | 0.21 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 201.11K | — |
| 3-year earnings growth | 11.03 | — |