Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.08 | — |
| Beta | 0 | — |
| Mean annual return | 0.32 | — |
| R-squared | 46 | — |
| Standard deviation | 0.83 | — |
| Sharpe ratio | 1.50 | — |
| Treynor ratio | 12.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.14 | — |
| Beta | 0 | — |
| Mean annual return | 0.21 | — |
| R-squared | 42 | — |
| Standard deviation | 0.87 | — |
| Sharpe ratio | 1.70 | — |
| Treynor ratio | 14.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.65 | — |
| Price/Sales (P/S) | 1.10 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 38.65K | — |
| 3-year earnings growth | 2.59 | — |