Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 91 | — |
| Standard deviation | 19.21 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 90 | — |
| Standard deviation | 18.28 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 92 | — |
| Standard deviation | 17.88 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 68.19K | — |
| 3-year earnings growth | 11.73 | — |