Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 53 | — |
| Standard deviation | 8.74 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 60 | — |
| Standard deviation | 8.09 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 5.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 56 | — |
| Standard deviation | 7.87 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 6.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 71.15K | — |
| 3-year earnings growth | 18.76 | — |