Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 94 | — |
| Standard deviation | 5.58 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 94 | — |
| Standard deviation | 5.62 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 10.57 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 93 | — |
| Standard deviation | 6.44 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.40 | — |
| Median market vapitalization | 5.89M | — |
| 3-year earnings growth | 21.13 | — |