Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 98 | — |
| Standard deviation | 12.75 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 98 | — |
| Standard deviation | 13.64 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 15.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 97 | — |
| Standard deviation | 14.50 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.53 | — |
| Median market vapitalization | 4.79M | — |
| 3-year earnings growth | 23.02 | — |