Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 96 | — |
| Standard deviation | 9.85 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 4.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 97 | — |
| Standard deviation | 10.75 | — |
| Sharpe ratio | 0.87 | — |
| Treynor ratio | 8.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 98 | — |
| Standard deviation | 12.72 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 4.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.79 | — |
| Price/Cashflow (P/CF) | 0.43 | — |
| Median market vapitalization | 4.16M | — |
| 3-year earnings growth | 21.68 | — |