Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 96 | — |
| Standard deviation | 12.86 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.56 | — |
| R-squared | 95 | — |
| Standard deviation | 12.78 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 16.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 96 | — |
| Standard deviation | 14.49 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.53 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.34 | — |
| Median market vapitalization | 5.28M | — |
| 3-year earnings growth | 22.54 | — |