Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 58 | — |
| Standard deviation | 20.64 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 9.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.75 | — |
| R-squared | 57 | — |
| Standard deviation | 22.89 | — |
| Sharpe ratio | 0.79 | — |
| Treynor ratio | 16.94 | — |
| 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) | 0.11 | — |
| Price/Book (P/B) | 1.29 | — |
| Price/Sales (P/S) | 2.18 | — |
| Price/Cashflow (P/CF) | 0.30 | — |
| Median market vapitalization | 1.75K | — |
| 3-year earnings growth | 21.93 | — |