Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 43 | — |
| Standard deviation | 6.89 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 38 | — |
| Standard deviation | 7.59 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 9.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 45 | — |
| Standard deviation | 7.68 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 5.67K | — |
| 3-year earnings growth | -1.60 | — |