Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 97 | — |
| Standard deviation | 13 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.16 | — |
| Beta | 1 | — |
| Mean annual return | 1.58 | — |
| R-squared | 96 | — |
| Standard deviation | 13.49 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 15.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 97 | — |
| Standard deviation | 15.46 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.32 | — |
| Median market vapitalization | 3.85M | — |
| 3-year earnings growth | 22.50 | — |