Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 99 | — |
| Standard deviation | 12.92 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 1.62 | — |
| R-squared | 98 | — |
| Standard deviation | 12.76 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 16.80 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 98 | — |
| Standard deviation | 14.33 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.06 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.35 | — |
| Median market vapitalization | 5.34M | — |
| 3-year earnings growth | 22.63 | — |