Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 0 | — |
| Mean annual return | 0.44 | — |
| R-squared | 51 | — |
| Standard deviation | 7.70 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 6.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.43 | — |
| Beta | 0 | — |
| Mean annual return | 0.51 | — |
| R-squared | 37 | — |
| Standard deviation | 6.83 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 15.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.52 | — |
| Beta | 0 | — |
| Mean annual return | 0.30 | — |
| R-squared | 40 | — |
| Standard deviation | 5.96 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 11.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 34.50K | — |
| 3-year earnings growth | 3.24 | — |