Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 68 | — |
| Standard deviation | 8.51 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 73 | — |
| Standard deviation | 9.18 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 5.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 68 | — |
| Standard deviation | 8.96 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 0.82 | — |
| Price/Sales (P/S) | 1.16 | — |
| Price/Cashflow (P/CF) | 0.20 | — |
| Median market vapitalization | 11.59K | — |
| 3-year earnings growth | 24.75 | — |