Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 82 | — |
| Standard deviation | 4.21 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 2.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 84 | — |
| Standard deviation | 4.28 | — |
| Sharpe ratio | 0.88 | — |
| Treynor ratio | 3.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 84 | — |
| Standard deviation | 4.79 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 1.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 4.76M | — |
| 3-year earnings growth | 23.88 | — |