Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.81 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 63 | — |
| Standard deviation | 15.14 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 10.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.25 | — |
| R-squared | 61 | — |
| Standard deviation | 17.36 | — |
| Sharpe ratio | 0.77 | — |
| Treynor ratio | 13.34 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 53.85K | — |
| 3-year earnings growth | 14.65 | — |