Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 94 | — |
| Standard deviation | 10.54 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 5.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.40 | — |
| R-squared | 92 | — |
| Standard deviation | 11.23 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 10.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 94 | — |
| Standard deviation | 12.66 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.74 | — |
| Price/Cashflow (P/CF) | 0.43 | — |
| Median market vapitalization | 3.28M | — |
| 3-year earnings growth | 20.08 | — |