Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 94 | — |
| Standard deviation | 11.08 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 1.41 | — |
| R-squared | 93 | — |
| Standard deviation | 11.70 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 15.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 96 | — |
| Standard deviation | 15.10 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.41 | — |
| Median market vapitalization | 6.01M | — |
| 3-year earnings growth | 21 | — |