Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 18.19 | — |
| Beta | 0 | — |
| Mean annual return | 1.81 | — |
| R-squared | 22 | — |
| Standard deviation | 18.02 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 42.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 11.21 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 32 | — |
| Standard deviation | 18.54 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 29.06 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.17 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 26.36K | — |
| 3-year earnings growth | 23.12 | — |