Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 97 | — |
| Standard deviation | 12.36 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 1.64 | — |
| R-squared | 97 | — |
| Standard deviation | 13.33 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 11.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 98 | — |
| Standard deviation | 14.27 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.23 | — |
| Median market vapitalization | 2.63M | — |
| 3-year earnings growth | 25.57 | — |