Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 61 | — |
| Standard deviation | 15.48 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.22 | — |
| Beta | 1 | — |
| Mean annual return | 2.01 | — |
| R-squared | 59 | — |
| Standard deviation | 20.81 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 18.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 5.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.32 | — |
| R-squared | 62 | — |
| Standard deviation | 20.38 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 11.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.98 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 4.01K | — |
| 3-year earnings growth | 0 | — |