Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 95 | — |
| Standard deviation | 10.44 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 4.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.39 | — |
| R-squared | 96 | — |
| Standard deviation | 10.96 | — |
| Sharpe ratio | 1.03 | — |
| Treynor ratio | 10.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 97 | — |
| Standard deviation | 12.59 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.45 | — |
| Median market vapitalization | 4.41M | — |
| 3-year earnings growth | 22.26 | — |