Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 99 | — |
| Standard deviation | 14.02 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 1.20 | — |
| R-squared | 99 | — |
| Standard deviation | 14.38 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 12.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 99 | — |
| Standard deviation | 14.70 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 4.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 52.13K | — |
| 3-year earnings growth | 24.02 | — |