Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 6.69 | — |
| Beta | 3 | — |
| Mean annual return | 1.21 | — |
| R-squared | 10 | — |
| Standard deviation | 9.18 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 2.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.76 | — |
| Beta | 2 | — |
| Mean annual return | 1.16 | — |
| R-squared | 7 | — |
| Standard deviation | 7.78 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 6 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 6 | — |
| Standard deviation | 6.52 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 2.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.90 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 82.08K | — |
| 3-year earnings growth | 15.49 | — |