Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.28 | — |
| Beta | 0 | — |
| Mean annual return | 0.66 | — |
| R-squared | 74 | — |
| Standard deviation | 7.40 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 11.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 0 | — |
| Mean annual return | 0.38 | — |
| R-squared | 65 | — |
| Standard deviation | 6.44 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 8.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.51 | — |
| Beta | 0 | — |
| Mean annual return | 0.27 | — |
| R-squared | 39 | — |
| Standard deviation | 4.82 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 12.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 26.74K | — |
| 3-year earnings growth | 23.95 | — |