Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 0 | — |
| Mean annual return | 0.46 | — |
| R-squared | 51 | — |
| Standard deviation | 7.73 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 6.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.70 | — |
| Beta | 0 | — |
| Mean annual return | 0.54 | — |
| R-squared | 36 | — |
| Standard deviation | 7.06 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 16.40 | — |
| 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) | 0.55 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 24.95K | — |
| 3-year earnings growth | 11.12 | — |