Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 57 | — |
| Standard deviation | 13.47 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 15.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.54 | — |
| R-squared | 60 | — |
| Standard deviation | 17.50 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 16.76 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 40.84K | — |
| 3-year earnings growth | 11.22 | — |