Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.90 | — |
| R-squared | 95 | — |
| Standard deviation | 17.48 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 17.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.55 | — |
| Beta | 1 | — |
| Mean annual return | 2.68 | — |
| R-squared | 92 | — |
| Standard deviation | 17.09 | — |
| Sharpe ratio | 1.56 | — |
| Treynor ratio | 30.79 | — |
| 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) | 0.27 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 368.24K | — |
| 3-year earnings growth | 18.82 | — |