Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.59 | — |
| R-squared | 88 | — |
| Standard deviation | 14.67 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 13.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.94 | — |
| Beta | 1 | — |
| Mean annual return | 2.30 | — |
| R-squared | 89 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | 1.50 | — |
| Treynor ratio | 25.80 | — |
| 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) | 0.20 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.27 | — |
| Median market vapitalization | 1.14M | — |
| 3-year earnings growth | 19.28 | — |