Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 1.22 | — |
R-squared | — | — |
Standard deviation | 19.37 | — |
Sharpe ratio | 0.51 | — |
Treynor ratio | — | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 0.44 | — |
R-squared | — | — |
Standard deviation | 18.69 | — |
Sharpe ratio | 0.12 | — |
Treynor ratio | — | — |
10 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 0.70 | — |
R-squared | — | — |
Standard deviation | 19.19 | — |
Sharpe ratio | 0.33 | — |
Treynor ratio | — | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.07 | — |
Price/Book (P/B) | 0.47 | — |
Price/Sales (P/S) | 0.52 | — |
Price/Cashflow (P/CF) | 0.10 | — |
Median market vapitalization | 64.38K | — |
3-year earnings growth | 11.37 | — |