Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 95 | — |
| Standard deviation | 17.16 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 15.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.19 | — |
| Beta | 1 | — |
| Mean annual return | 2.66 | — |
| R-squared | 93 | — |
| Standard deviation | 17.20 | — |
| Sharpe ratio | 1.54 | — |
| Treynor ratio | 35.44 | — |
| 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) | 0.22 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 207.64K | — |
| 3-year earnings growth | 20.30 | — |