Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 1.99 | — |
R-squared | — | — |
Standard deviation | 20.08 | — |
Sharpe ratio | 0.96 | — |
Treynor ratio | — | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 1.72 | — |
R-squared | — | — |
Standard deviation | 21.56 | — |
Sharpe ratio | 0.83 | — |
Treynor ratio | — | — |
10 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 0.92 | — |
R-squared | — | — |
Standard deviation | 19.97 | — |
Sharpe ratio | 0.46 | — |
Treynor ratio | — | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.10 | — |
Price/Book (P/B) | 0.73 | — |
Price/Sales (P/S) | 0.81 | — |
Price/Cashflow (P/CF) | 0 | — |
Median market vapitalization | 195.73K | — |
3-year earnings growth | 27.18 | — |