Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.52 | — |
| R-squared | 91 | — |
| Standard deviation | 11.11 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 16.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 94 | — |
| Standard deviation | 13.90 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.77 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 94 | — |
| Standard deviation | 13.72 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 1.77M | — |
| 3-year earnings growth | 18.76 | — |