Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 58 | — |
| Standard deviation | 12.08 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 12.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 60 | — |
| Standard deviation | 12.10 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 6.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 68 | — |
| Standard deviation | 12.77 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 31.27K | — |
| 3-year earnings growth | 24.26 | — |
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