Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.91 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 98 | — |
| Standard deviation | 13.61 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 9.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.78 | — |
| R-squared | 98 | — |
| Standard deviation | 13.96 | — |
| Sharpe ratio | 1.15 | — |
| Treynor ratio | 18.15 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 98 | — |
| Standard deviation | 16.27 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.40 | — |
| Median market vapitalization | 2.24M | — |
| 3-year earnings growth | 23.29 | — |