Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 98 | — |
| Standard deviation | 13.54 | — |
| Sharpe ratio | 1.25 | — |
| Treynor ratio | 20.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.48 | — |
| R-squared | 96 | — |
| Standard deviation | 17.33 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 17.44 | — |
| 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) | 0.09 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 0.96 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 26.64K | — |
| 3-year earnings growth | 35.77 | — |