Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 77 | — |
| Standard deviation | 15.48 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 12.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.08 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 77 | — |
| Standard deviation | 14.97 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.68 | — |
| 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) | 0.10 | — |
| Price/Book (P/B) | 1.02 | — |
| Price/Sales (P/S) | 1.33 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 7.60K | — |
| 3-year earnings growth | 12.09 | — |