Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 98 | — |
| Standard deviation | 12.16 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 7.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.43 | — |
| R-squared | 98 | — |
| Standard deviation | 13.45 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 12.38 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 99 | — |
| Standard deviation | 15.99 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 4.10M | — |
| 3-year earnings growth | 21.52 | — |