Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 93 | — |
| Standard deviation | 15.22 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.81 | — |
| R-squared | 93 | — |
| Standard deviation | 15.72 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 16.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 96 | — |
| Standard deviation | 17.18 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.81 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 2.51M | — |
| 3-year earnings growth | 26.57 | — |