Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 88 | — |
| Standard deviation | 16.21 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 90 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 11.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 91 | — |
| Standard deviation | 15.69 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 9.95 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 2.89M | — |
| 3-year earnings growth | 11.84 | — |