Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 84 | — |
| Standard deviation | 12.92 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 72 | — |
| Standard deviation | 12.67 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 78 | — |
| Standard deviation | 13.42 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 11.18K | — |
| 3-year earnings growth | 10.68 | — |