Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 8.49 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 80 | — |
| Standard deviation | 10.37 | — |
| Sharpe ratio | 1.77 | — |
| Treynor ratio | 25.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.61 | — |
| R-squared | 81 | — |
| Standard deviation | 12.04 | — |
| Sharpe ratio | 1.61 | — |
| Treynor ratio | 24.57 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.75 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 8.45K | — |
| 3-year earnings growth | 20.23 | — |