Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 80 | — |
| Standard deviation | 13 | — |
| Sharpe ratio | 0.74 | — |
| Treynor ratio | 11.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 79 | — |
| Standard deviation | 13.31 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 12.76 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 35.86K | — |
| 3-year earnings growth | 3.68 | — |