Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 98 | — |
| Standard deviation | 12.86 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.78 | — |
| R-squared | 99 | — |
| Standard deviation | 14.78 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 17.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 99 | — |
| Standard deviation | 16 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.39 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.90 | — |
| Price/Cashflow (P/CF) | 0.47 | — |
| Median market vapitalization | 3.93M | — |
| 3-year earnings growth | 23.70 | — |