Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 85 | — |
| Standard deviation | 8.73 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 84 | — |
| Standard deviation | 9.55 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 5.05 | — |
| 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) | 0.10 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 11.90K | — |
| 3-year earnings growth | 21.29 | — |