Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.57 | — |
| Beta | 0 | — |
| Mean annual return | 0.33 | — |
| R-squared | 13 | — |
| Standard deviation | 4.50 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 5.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.09 | — |
| Beta | 0 | — |
| Mean annual return | 0.37 | — |
| R-squared | 16 | — |
| Standard deviation | 4.67 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 8.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 0 | — |
| Mean annual return | 0.11 | — |
| R-squared | 7 | — |
| Standard deviation | 4.23 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 3.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 32.27K | — |
| 3-year earnings growth | 9.58 | — |