Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 94 | — |
| Standard deviation | 24.34 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 91 | — |
| Standard deviation | 23.58 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 11.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 91 | — |
| Standard deviation | 20.06 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 10.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.12 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 3.14M | — |
| 3-year earnings growth | 17.55 | — |