Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.85 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 92 | — |
| Standard deviation | 14.50 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 13.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 93 | — |
| Standard deviation | 15.49 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 11.19 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 3.49M | — |
| 3-year earnings growth | 14.92 | — |