Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 90 | — |
| Standard deviation | 17.17 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 11.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 90 | — |
| Standard deviation | 18.66 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.82 | — |
| 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) | 0.06 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 52.46K | — |
| 3-year earnings growth | 8.48 | — |