Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 46 | — |
| Standard deviation | 8.47 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 6.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 48 | — |
| Standard deviation | 8.93 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 5.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.82 | — |
| Price/Sales (P/S) | 0.74 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 41.24K | — |
| 3-year earnings growth | 2.18 | — |