Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 10.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 72 | — |
| Standard deviation | 7.24 | — |
| Sharpe ratio | 2.50 | — |
| Treynor ratio | 37.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 66 | — |
| Standard deviation | 10.42 | — |
| Sharpe ratio | 1.60 | — |
| Treynor ratio | 26.68 | — |
| 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) | 0.09 | — |
| Price/Book (P/B) | 1.14 | — |
| Price/Sales (P/S) | 1.54 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 333.65K | — |
| 3-year earnings growth | 10.31 | — |