Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 95 | — |
| Standard deviation | 12.61 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.68 | — |
| R-squared | 94 | — |
| Standard deviation | 13.29 | — |
| Sharpe ratio | 1.11 | — |
| Treynor ratio | 17.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 95 | — |
| Standard deviation | 16.32 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 8.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.35 | — |
| Median market vapitalization | 3.01M | — |
| 3-year earnings growth | 23.11 | — |