Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 67 | — |
| Standard deviation | 7.39 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 65 | — |
| Standard deviation | 6.73 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 2.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 61 | — |
| Standard deviation | 7.34 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 1.11 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 54.92K | — |
| 3-year earnings growth | 4.57 | — |