Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.10 | — |
| R-squared | 96 | — |
| Standard deviation | 12.18 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.51 | — |
| R-squared | 96 | — |
| Standard deviation | 12.82 | — |
| Sharpe ratio | 0.99 | — |
| Treynor ratio | 15.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 96 | — |
| Standard deviation | 15.11 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 6.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.39 | — |
| Median market vapitalization | 6.98M | — |
| 3-year earnings growth | 20.07 | — |