Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.80 | — |
| Beta | 0 | — |
| Mean annual return | 0.28 | — |
| R-squared | 12 | — |
| Standard deviation | 2.64 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 5.09 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.79 | — |
| Beta | 0 | — |
| Mean annual return | 0.42 | — |
| R-squared | 5 | — |
| Standard deviation | 3.69 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 23.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.49 | — |
| Beta | 0 | — |
| Mean annual return | 0.19 | — |
| R-squared | 10 | — |
| Standard deviation | 4.20 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.84 | — |
| Price/Sales (P/S) | 2.47 | — |
| Price/Cashflow (P/CF) | 0.28 | — |
| Median market vapitalization | 1.81K | — |
| 3-year earnings growth | 1.68 | — |