Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.51 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 83 | — |
| Standard deviation | 14.83 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.65 | — |
| R-squared | 82 | — |
| Standard deviation | 14.42 | — |
| Sharpe ratio | 1 | — |
| Treynor ratio | 16.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.31 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 87 | — |
| Standard deviation | 16.28 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 7.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.18 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 694.26K | — |
| 3-year earnings growth | 20.42 | — |