Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 8.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 86 | — |
| Standard deviation | 19.27 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 9.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 10.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 83 | — |
| Standard deviation | 20.28 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 21.37 | — |
| 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) | 0.54 | — |
| Price/Sales (P/S) | 1.03 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 11.36K | — |
| 3-year earnings growth | 5.76 | — |