Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 2.10 | — |
R-squared | — | — |
Standard deviation | 18.56 | — |
Sharpe ratio | 1.12 | — |
Treynor ratio | — | — |
5 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | 2.60 | — |
R-squared | — | — |
Standard deviation | 23.19 | — |
Sharpe ratio | 1.23 | — |
Treynor ratio | — | — |
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) | 0.11 | — |
Price/Book (P/B) | 1.02 | — |
Price/Sales (P/S) | 0.68 | — |
Price/Cashflow (P/CF) | 0 | — |
Median market vapitalization | 21.08K | — |
3-year earnings growth | 21.48 | — |