Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.37 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 83 | — |
| Standard deviation | 13.38 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 8.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.73 | — |
| Beta | 1 | — |
| Mean annual return | 1.28 | — |
| R-squared | 70 | — |
| Standard deviation | 12.13 | — |
| Sharpe ratio | 0.83 | — |
| Treynor ratio | 14.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 78 | — |
| Standard deviation | 13.04 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 5.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 1.19M | — |
| 3-year earnings growth | 12.45 | — |