Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 86 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.84 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 85 | — |
| Standard deviation | 16.55 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.64 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 87 | — |
| Standard deviation | 17.48 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 2.74K | — |
| 3-year earnings growth | 25.55 | — |