Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 99 | — |
| Standard deviation | 13.09 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 7.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.72 | — |
| Beta | 1 | — |
| Mean annual return | 1.67 | — |
| R-squared | 98 | — |
| Standard deviation | 13.99 | — |
| Sharpe ratio | 1.05 | — |
| Treynor ratio | 15.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 99 | — |
| Standard deviation | 16.24 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.76 | — |
| Price/Cashflow (P/CF) | 0.40 | — |
| Median market vapitalization | 5.07M | — |
| 3-year earnings growth | 23.23 | — |