Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 2 | — |
| Mean annual return | 0.76 | — |
| R-squared | 43 | — |
| Standard deviation | 8.37 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 1.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 48 | — |
| Standard deviation | 6.94 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 3.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 58 | — |
| Standard deviation | 5.89 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.41 | — |
| Median market vapitalization | 4.75M | — |
| 3-year earnings growth | 23.93 | — |