Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 96 | — |
| Standard deviation | 13.65 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 7.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.60 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 95 | — |
| Standard deviation | 13.54 | — |
| Sharpe ratio | 0.94 | — |
| Treynor ratio | 14.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.84 | — |
| R-squared | 96 | — |
| Standard deviation | 15.86 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.31 | — |
| Median market vapitalization | 1.99M | — |
| 3-year earnings growth | 24.01 | — |