Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.49 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 96 | — |
| Standard deviation | 11.37 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 95 | — |
| Standard deviation | 12.30 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 10.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 97 | — |
| Standard deviation | 15.29 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 4.06M | — |
| 3-year earnings growth | 17.45 | — |
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