Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 97 | — |
| Standard deviation | 14.19 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.88 | — |
| R-squared | 98 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | 1.15 | — |
| Treynor ratio | 19.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 98 | — |
| Standard deviation | 16.52 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.29 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.37 | — |
| Median market vapitalization | 2.26M | — |
| 3-year earnings growth | 25.23 | — |