Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 66 | — |
| Standard deviation | 20.96 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 9.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 62 | — |
| Standard deviation | 21.32 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 11.94 | — |
| 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) | 0.03 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 398.82K | — |
| 3-year earnings growth | 24.34 | — |