Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 99 | — |
| Standard deviation | 13.12 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 98 | — |
| Standard deviation | 13.75 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 15.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 97 | — |
| Standard deviation | 16.38 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 1.05 | — |
| Price/Cashflow (P/CF) | 0.49 | — |
| Median market vapitalization | 2.71M | — |
| 3-year earnings growth | 20.14 | — |