Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 11.42 | — |
| Beta | 0 | — |
| Mean annual return | 1.12 | — |
| R-squared | 23 | — |
| Standard deviation | 7.83 | — |
| Sharpe ratio | 1.57 | — |
| Treynor ratio | 53.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.06 | — |
| Beta | 0 | — |
| Mean annual return | 0.71 | — |
| R-squared | 32 | — |
| Standard deviation | 8.68 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 22.85 | — |
| 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) | 0.25 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 212.74K | — |
| 3-year earnings growth | 21.47 | — |