Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.82 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 88 | — |
| Standard deviation | 20.79 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 7.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.82 | — |
| R-squared | 86 | — |
| Standard deviation | 19.95 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 22.91 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 94.43K | — |
| 3-year earnings growth | 11.33 | — |