Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 96 | — |
| Standard deviation | 11.22 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.58 | — |
| R-squared | 97 | — |
| Standard deviation | 12.21 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 12.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 97 | — |
| Standard deviation | 12.79 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 4.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.40 | — |
| Median market vapitalization | 4.10M | — |
| 3-year earnings growth | 23.17 | — |