Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 86 | — |
| Standard deviation | 14.90 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 85 | — |
| Standard deviation | 14.53 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 20.10 | — |
| 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) | 0.26 | — |
| Price/Sales (P/S) | 0.26 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 1.12M | — |
| 3-year earnings growth | 23.37 | — |