Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 99 | — |
| Standard deviation | 16.98 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 98 | — |
| Standard deviation | 16.16 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.31 | — |
| 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) | 0.59 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 364.02K | — |
| 3-year earnings growth | 13.44 | — |