Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.51 | — |
| Beta | 0 | — |
| Mean annual return | 0.57 | — |
| R-squared | 42 | — |
| Standard deviation | 4.30 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 9.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 7.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 18 | — |
| Standard deviation | 6.16 | — |
| Sharpe ratio | 1.16 | — |
| Treynor ratio | 14.59 | — |
| 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) | 0.07 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 1.14 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 39.20K | — |
| 3-year earnings growth | 1.25 | — |