Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.79 | — |
| R-squared | 97 | — |
| Standard deviation | 16.72 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 16.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 96 | — |
| Standard deviation | 16.11 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 19.57 | — |
| 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) | 0.18 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 547.37K | — |
| 3-year earnings growth | 16.12 | — |