Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 4.07 | — |
| Beta | 0 | — |
| Mean annual return | 0.60 | — |
| R-squared | 33 | — |
| Standard deviation | 14.41 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 10.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 8.08 | — |
| Beta | 0 | — |
| Mean annual return | 1.31 | — |
| R-squared | 40 | — |
| Standard deviation | 15.27 | — |
| Sharpe ratio | 0.93 | — |
| Treynor ratio | 28.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 6.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 39 | — |
| Standard deviation | 15.02 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 18.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 21.56K | — |
| 3-year earnings growth | 13.34 | — |