Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.81 | — |
| Beta | 0 | — |
| Mean annual return | 0.61 | — |
| R-squared | 32 | — |
| Standard deviation | 14.42 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 10.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.11 | — |
| Beta | 0 | — |
| Mean annual return | 1.19 | — |
| R-squared | 38 | — |
| Standard deviation | 14.92 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 26.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 6.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 39 | — |
| Standard deviation | 15.02 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 18.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 19.65K | — |
| 3-year earnings growth | 11.12 | — |