Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 91 | — |
| Standard deviation | 16.88 | — |
| Sharpe ratio | 0.67 | — |
| Treynor ratio | 10.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.78 | — |
| R-squared | 85 | — |
| Standard deviation | 15.07 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 17.86 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.37M | — |
| 3-year earnings growth | 27.12 | — |