Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 92 | — |
| Standard deviation | 14.47 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 10.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.10 | — |
| Beta | 1 | — |
| Mean annual return | 1.92 | — |
| R-squared | 93 | — |
| Standard deviation | 14.75 | — |
| Sharpe ratio | 1.19 | — |
| Treynor ratio | 19.50 | — |
| 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) | 0.28 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 1.64M | — |
| 3-year earnings growth | 16.02 | — |