Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 91 | — |
| Standard deviation | 13.45 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 94 | — |
| Standard deviation | 13.86 | — |
| Sharpe ratio | 1.06 | — |
| Treynor ratio | 16.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 96 | — |
| Standard deviation | 16.12 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.34 | — |
| Median market vapitalization | 3.46M | — |
| 3-year earnings growth | 21.75 | — |