Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.46 | — |
| Beta | 1 | — |
| Mean annual return | 1.73 | — |
| R-squared | 82 | — |
| Standard deviation | 9.93 | — |
| Sharpe ratio | 2.08 | — |
| Treynor ratio | 29.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 80 | — |
| Standard deviation | 10.48 | — |
| Sharpe ratio | 1.51 | — |
| Treynor ratio | 21.34 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.76 | — |
| Price/Sales (P/S) | 1.19 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 1.81M | — |
| 3-year earnings growth | 8.71 | — |