Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 55 | — |
| Standard deviation | 14.57 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 8.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 56 | — |
| Standard deviation | 15.54 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 16.20 | — |
| 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) | 0.10 | — |
| Price/Book (P/B) | 1.46 | — |
| Price/Sales (P/S) | 1.93 | — |
| Price/Cashflow (P/CF) | 0.28 | — |
| Median market vapitalization | 4.48K | — |
| 3-year earnings growth | 0.07 | — |