Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.99 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 71 | — |
| Standard deviation | 17.50 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 11.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 72 | — |
| Standard deviation | 19.11 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 11.90 | — |
| 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) | 0.09 | — |
| Price/Book (P/B) | 1.43 | — |
| Price/Sales (P/S) | 2.71 | — |
| Price/Cashflow (P/CF) | 0.31 | — |
| Median market vapitalization | 10.70K | — |
| 3-year earnings growth | 15.44 | — |