Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.25 | — |
| Beta | 0 | — |
| Mean annual return | 0.46 | — |
| R-squared | 7 | — |
| Standard deviation | 7.32 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 32.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.42 | — |
| Beta | 0 | — |
| Mean annual return | 0.29 | — |
| R-squared | 35 | — |
| Standard deviation | 10.19 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 6.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 46 | — |
| Standard deviation | 12.74 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 9.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 823.84K | — |
| 3-year earnings growth | 1.50 | — |