Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 94 | — |
| Standard deviation | 10.86 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 4.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 91 | — |
| Standard deviation | 11.01 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 11.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 94 | — |
| Standard deviation | 13.08 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.28 | — |
| Median market vapitalization | 2.20M | — |
| 3-year earnings growth | 22.34 | — |