Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 66 | — |
| Standard deviation | 9.81 | — |
| Sharpe ratio | 1.95 | — |
| Treynor ratio | 18.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 80 | — |
| Standard deviation | 13.29 | — |
| Sharpe ratio | 1.44 | — |
| Treynor ratio | 17.58 | — |
| 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) | 0.11 | — |
| Price/Book (P/B) | 1.08 | — |
| Price/Sales (P/S) | 2.26 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 27.75K | — |
| 3-year earnings growth | 23.47 | — |