Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 96 | — |
| Standard deviation | 15.26 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 96 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.81 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.73 | — |
| R-squared | 97 | — |
| Standard deviation | 14.88 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.09 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 112.75K | — |
| 3-year earnings growth | 4.65 | — |