Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 71 | — |
| Standard deviation | 13.33 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 69 | — |
| Standard deviation | 13.30 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 15.31 | — |
| 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) | 0.08 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 30.18K | — |
| 3-year earnings growth | 10.12 | — |