Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 87 | — |
| Standard deviation | 15.03 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 80 | — |
| Standard deviation | 15.82 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 83 | — |
| Standard deviation | 18.68 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 1.14 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 5.00K | — |
| 3-year earnings growth | 2.60 | — |