Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 97 | — |
| Standard deviation | 10.79 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 4.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 97 | — |
| Standard deviation | 11.12 | — |
| Sharpe ratio | 0.96 | — |
| Treynor ratio | 9.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 98 | — |
| Standard deviation | 12.70 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 4.44 | — |
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 | — |