Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 94 | — |
| Standard deviation | 9.67 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 6.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 1.36 | — |
| R-squared | 91 | — |
| Standard deviation | 10.62 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 10.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 94 | — |
| Standard deviation | 13.10 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.29 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.29M | — |
| 3-year earnings growth | 17.48 | — |