Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 99 | — |
| Standard deviation | 17.35 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.16 | — |
| R-squared | 98 | — |
| Standard deviation | 16.87 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 10.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.97 | — |
| R-squared | 99 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.62 | — |
| Treynor ratio | 9.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 3.28M | — |
| 3-year earnings growth | 13.53 | — |