Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 98 | — |
| Standard deviation | 12.34 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 13.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 99 | — |
| Standard deviation | 13.11 | — |
| Sharpe ratio | 1.08 | — |
| Treynor ratio | 14.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 99 | — |
| Standard deviation | 15.49 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.70 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 5.91M | — |
| 3-year earnings growth | 19.82 | — |