Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 100 | — |
| Standard deviation | 15.68 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 99 | — |
| Standard deviation | 15.57 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 8.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 98 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 1.36M | — |
| 3-year earnings growth | 11.69 | — |