Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 98 | — |
| Standard deviation | 12.86 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 1.54 | — |
| R-squared | 98 | — |
| Standard deviation | 13.06 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 15.05 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 97 | — |
| Standard deviation | 15.06 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.55 | — |
| Median market vapitalization | 5.04M | — |
| 3-year earnings growth | 23.11 | — |