Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 92 | — |
| Standard deviation | 5.22 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 8.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 92 | — |
| Standard deviation | 5.52 | — |
| Sharpe ratio | 0.95 | — |
| Treynor ratio | 9.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 92 | — |
| Standard deviation | 6.43 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 5.96M | — |
| 3-year earnings growth | 17.01 | — |