Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 94 | — |
| Standard deviation | 10.96 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.58 | — |
| R-squared | 92 | — |
| Standard deviation | 11.82 | — |
| Sharpe ratio | 1.15 | — |
| Treynor ratio | 13.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 94 | — |
| Standard deviation | 13.11 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.31 | — |
| Median market vapitalization | 2.04M | — |
| 3-year earnings growth | 23.41 | — |