Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 1.29 | — |
| R-squared | 98 | — |
| Standard deviation | 14.02 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 15.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 96 | — |
| Standard deviation | 17.53 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 15.24 | — |
| 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) | 0.95 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 24.41K | — |
| 3-year earnings growth | 25.76 | — |