Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 98 | — |
| Standard deviation | 7.54 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 7.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 96 | — |
| Standard deviation | 7.37 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 10.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 96 | — |
| Standard deviation | 8.25 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.08 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.61 | — |
| Price/Cashflow (P/CF) | 0.38 | — |
| Median market vapitalization | 5.39M | — |
| 3-year earnings growth | 23.86 | — |