Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 89 | — |
| Standard deviation | 15.47 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.48 | — |
| R-squared | 79 | — |
| Standard deviation | 16.37 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 16.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 80 | — |
| Standard deviation | 14.78 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 5.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.12 | — |
| Price/Sales (P/S) | 0.21 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 1.26M | — |
| 3-year earnings growth | 19.17 | — |