Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 88 | — |
| Standard deviation | 15.57 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 74 | — |
| Standard deviation | 14.22 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 17.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 80 | — |
| Standard deviation | 14.74 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.98 | — |
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 | — |