Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 66 | — |
| Standard deviation | 7.38 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 65 | — |
| Standard deviation | 6.73 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 3.87 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 1.13 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 53.97K | — |
| 3-year earnings growth | 5.73 | — |