Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 99 | — |
| Standard deviation | 12.83 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 98 | — |
| Standard deviation | 13.19 | — |
| Sharpe ratio | 0.98 | — |
| Treynor ratio | 14.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 97 | — |
| Standard deviation | 14.84 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.30 | — |
| Median market vapitalization | 5.01M | — |
| 3-year earnings growth | 22.32 | — |