Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.34 | — |
| R-squared | 83 | — |
| Standard deviation | 16.26 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.09 | — |
| Beta | 1 | — |
| Mean annual return | 2.09 | — |
| R-squared | 71 | — |
| Standard deviation | 17.16 | — |
| Sharpe ratio | 1.14 | — |
| Treynor ratio | 20.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.02 | — |
| Beta | 1 | — |
| Mean annual return | 1.53 | — |
| R-squared | 79 | — |
| Standard deviation | 18.76 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 12.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 688.22K | — |
| 3-year earnings growth | 24.90 | — |