Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 92 | — |
| Standard deviation | 11.72 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.97 | — |
| Beta | 1 | — |
| Mean annual return | 1.31 | — |
| R-squared | 92 | — |
| Standard deviation | 13.77 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 10.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 89 | — |
| Standard deviation | 14.84 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 7.83 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 4.59M | — |
| 3-year earnings growth | 20.21 | — |