Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 2.25 | — |
R-squared | — | — |
Standard deviation | 17.90 | — |
Sharpe ratio | 1.15 | — |
Treynor ratio | — | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 2.58 | — |
R-squared | — | — |
Standard deviation | 19.58 | — |
Sharpe ratio | 1.31 | — |
Treynor ratio | — | — |
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) | 0.07 | — |
Price/Book (P/B) | 0.45 | — |
Price/Sales (P/S) | 0.67 | — |
Price/Cashflow (P/CF) | 0.09 | — |
Median market vapitalization | 2.86M | — |
3-year earnings growth | 20.10 | — |