Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.52 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 82 | — |
| Standard deviation | 12.34 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 14.57 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 87 | — |
| Standard deviation | 13.96 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 14.90 | — |
| 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) | 0.77 | — |
| Price/Sales (P/S) | 1.06 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 1.48M | — |
| 3-year earnings growth | 16.72 | — |