Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.43 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 61 | — |
| Standard deviation | 20.58 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 58 | — |
| Standard deviation | 22.62 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 13.43 | — |
| 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) | 0.11 | — |
| Price/Book (P/B) | 1.45 | — |
| Price/Sales (P/S) | 2.12 | — |
| Price/Cashflow (P/CF) | 0.24 | — |
| Median market vapitalization | 6.50K | — |
| 3-year earnings growth | 14.49 | — |