Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.58 | — |
| Beta | 1 | — |
| Mean annual return | 2.04 | — |
| R-squared | 87 | — |
| Standard deviation | 14.18 | — |
| Sharpe ratio | 1.27 | — |
| Treynor ratio | 20.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.08 | — |
| Beta | 1 | — |
| Mean annual return | 2.34 | — |
| R-squared | 88 | — |
| Standard deviation | 14.56 | — |
| Sharpe ratio | 1.55 | — |
| Treynor ratio | 26.28 | — |
| 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 | — |