Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 89 | — |
| Standard deviation | 9.89 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.78 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 86 | — |
| Standard deviation | 10.70 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 16.52 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.93 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 43.19K | — |
| 3-year earnings growth | 10.49 | — |