Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 87 | — |
| Standard deviation | 17.96 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 11.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.01 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 88 | — |
| Standard deviation | 18.24 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 11.24 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 127.86K | — |
| 3-year earnings growth | 27.95 | — |