Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.74 | — |
| R-squared | 91 | — |
| Standard deviation | 16.43 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 16.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.76 | — |
| Beta | 1 | — |
| Mean annual return | 2.30 | — |
| R-squared | 88 | — |
| Standard deviation | 15.26 | — |
| Sharpe ratio | 1.45 | — |
| Treynor ratio | 28.66 | — |
| 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) | 0.28 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 305.55K | — |
| 3-year earnings growth | 18.21 | — |