Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.38 | — |
| Beta | 0 | — |
| Mean annual return | 0.40 | — |
| R-squared | 10 | — |
| Standard deviation | 3.16 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 7.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.41 | — |
| Beta | 0 | — |
| Mean annual return | 0.30 | — |
| R-squared | 1 | — |
| Standard deviation | 4.55 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | -37.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 0 | — |
| Mean annual return | 0.23 | — |
| R-squared | 6 | — |
| Standard deviation | 4.16 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 15.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 13.27K | — |
| 3-year earnings growth | 21.01 | — |