Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 90 | — |
| Standard deviation | 11.40 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 88 | — |
| Standard deviation | 11.82 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 10.24 | — |
| 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) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 55.88K | — |
| 3-year earnings growth | -1.17 | — |