Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.13 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 95 | — |
| Standard deviation | 13.12 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 1.62 | — |
| R-squared | 96 | — |
| Standard deviation | 13.46 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 16.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 96 | — |
| Standard deviation | 16.51 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.86 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.32 | — |
| Median market vapitalization | 3.72M | — |
| 3-year earnings growth | 22.42 | — |