Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 96 | — |
| Standard deviation | 13 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.69 | — |
| R-squared | 94 | — |
| Standard deviation | 13.77 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 17.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 93 | — |
| Standard deviation | 17.63 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.41 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.25 | — |
| Median market vapitalization | 2.63M | — |
| 3-year earnings growth | 21.32 | — |