Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 67 | — |
| Standard deviation | 6.90 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 2.86 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 71 | — |
| Standard deviation | 7.69 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 0.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 67 | — |
| Standard deviation | 6.58 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 26.66K | — |
| 3-year earnings growth | 6.35 | — |