Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 0 | — |
| Mean annual return | 0.29 | — |
| R-squared | 24 | — |
| Standard deviation | 8.93 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 1.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.16 | — |
| Beta | 0 | — |
| Mean annual return | 0.57 | — |
| R-squared | 33 | — |
| Standard deviation | 9.31 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 13.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.13 | — |
| Beta | 0 | — |
| Mean annual return | 0.32 | — |
| R-squared | 38 | — |
| Standard deviation | 8.62 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 8.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.80 | — |
| Price/Sales (P/S) | 1.96 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 1.38K | — |
| 3-year earnings growth | 20.09 | — |