Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 98 | — |
| Standard deviation | 10.16 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 5.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.30 | — |
| R-squared | 97 | — |
| Standard deviation | 10.06 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 10.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 98 | — |
| Standard deviation | 11.04 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 5.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.38 | — |
| Median market vapitalization | 3.29M | — |
| 3-year earnings growth | 22.22 | — |