Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 66 | — |
| Standard deviation | 8.95 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 5.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 62 | — |
| Standard deviation | 8.30 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 4.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 56 | — |
| Standard deviation | 9.16 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 20.04K | — |
| 3-year earnings growth | 21.23 | — |