Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 58 | — |
| Standard deviation | 4.45 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 0 | — |
| Mean annual return | 0.10 | — |
| R-squared | 45 | — |
| Standard deviation | 3.76 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.35 | — |
| Beta | 0 | — |
| Mean annual return | 0.10 | — |
| R-squared | 19 | — |
| Standard deviation | 3.08 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 123.35K | — |
| 3-year earnings growth | 20.72 | — |