Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 98 | — |
| Standard deviation | 13.22 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.07 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 98 | — |
| Standard deviation | 13.85 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 15.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 99 | — |
| Standard deviation | 15.99 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 6.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.35 | — |
| Median market vapitalization | 3.56M | — |
| 3-year earnings growth | 22.59 | — |