Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.80 | — |
| Beta | 1 | — |
| Mean annual return | 1.96 | — |
| R-squared | 70 | — |
| Standard deviation | 18.62 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 16.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.74 | — |
| Beta | 1 | — |
| Mean annual return | 2.19 | — |
| R-squared | 69 | — |
| Standard deviation | 17.13 | — |
| Sharpe ratio | 1.22 | — |
| Treynor ratio | 22.90 | — |
| 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) | 0.02 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.26 | — |
| Median market vapitalization | 688.61K | — |
| 3-year earnings growth | 38.45 | — |