Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 1.78 | — |
R-squared | — | — |
Standard deviation | 7.05 | — |
Sharpe ratio | 2.38 | — |
Treynor ratio | — | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 1.55 | — |
R-squared | — | — |
Standard deviation | 10.38 | — |
Sharpe ratio | 1.52 | — |
Treynor ratio | — | — |
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) | 0.09 | — |
Price/Book (P/B) | 1.14 | — |
Price/Sales (P/S) | 1.54 | — |
Price/Cashflow (P/CF) | 0.13 | — |
Median market vapitalization | 333.65K | — |
3-year earnings growth | 10.31 | — |