Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.08 | — |
| Beta | 1 | — |
| Mean annual return | 2.01 | — |
| R-squared | 91 | — |
| Standard deviation | 37.03 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 12.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.96 | — |
| Beta | 1 | — |
| Mean annual return | 1.87 | — |
| R-squared | 89 | — |
| Standard deviation | 35.91 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 13.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.84 | — |
| R-squared | 92 | — |
| Standard deviation | 41.41 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 11.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 2.23K | — |
| 3-year earnings growth | 0 | — |