Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.79 | — |
| Beta | 1 | — |
| Mean annual return | 1.72 | — |
| R-squared | 85 | — |
| Standard deviation | 13.45 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 16.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.18 | — |
| Beta | 1 | — |
| Mean annual return | 2.18 | — |
| R-squared | 88 | — |
| Standard deviation | 14.42 | — |
| Sharpe ratio | 1.43 | — |
| Treynor ratio | 23.95 | — |
| 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) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 1.18M | — |
| 3-year earnings growth | 20.44 | — |