Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 77 | — |
| Standard deviation | 7.76 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 79 | — |
| Standard deviation | 6.97 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 4.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 83 | — |
| Standard deviation | 7.81 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 81.05K | — |
| 3-year earnings growth | 5.21 | — |