Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 49 | — |
| Standard deviation | 12.40 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 11.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 62 | — |
| Standard deviation | 14.42 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 14.50 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 415.98K | — |
| 3-year earnings growth | 21.17 | — |