Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 0 | — |
| Mean annual return | 0.47 | — |
| R-squared | 49 | — |
| Standard deviation | 7.69 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 7.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.39 | — |
| Beta | 0 | — |
| Mean annual return | 0.54 | — |
| R-squared | 37 | — |
| Standard deviation | 6.85 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 17.04 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.34 | — |
| Beta | 0 | — |
| Mean annual return | 0.29 | — |
| R-squared | 40 | — |
| Standard deviation | 6.01 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 10.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 24.23K | — |
| 3-year earnings growth | 23.59 | — |