Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 84 | — |
| Standard deviation | 16.02 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 10.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.40 | — |
| Beta | 1 | — |
| Mean annual return | 2.06 | — |
| R-squared | 85 | — |
| Standard deviation | 15.79 | — |
| Sharpe ratio | 1.22 | — |
| Treynor ratio | 20.95 | — |
| 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) | 0.27 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.21 | — |
| Median market vapitalization | 957.77K | — |
| 3-year earnings growth | 22.61 | — |