Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 96 | — |
| Standard deviation | 10.10 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 4.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.04 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 97 | — |
| Standard deviation | 10.38 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 10.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 96 | — |
| Standard deviation | 12.14 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.35 | — |
| Median market vapitalization | 5.34M | — |
| 3-year earnings growth | 22.40 | — |