Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 94 | — |
| Standard deviation | 13.20 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 11.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.15 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 95 | — |
| Standard deviation | 13.53 | — |
| Sharpe ratio | 0.90 | — |
| Treynor ratio | 11.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 96 | — |
| Standard deviation | 15.30 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.82 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 3.34M | — |
| 3-year earnings growth | 17.55 | — |