Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.28 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 96 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.43 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.47 | — |
| R-squared | 91 | — |
| Standard deviation | 14.46 | — |
| Sharpe ratio | 0.86 | — |
| Treynor ratio | 14.25 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 91 | — |
| Standard deviation | 15.58 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 5.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.30 | — |
| Median market vapitalization | 1.89M | — |
| 3-year earnings growth | 25.31 | — |