Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 69 | — |
| Standard deviation | 19.30 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 12.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 1.26 | — |
| R-squared | 76 | — |
| Standard deviation | 20.92 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 12.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.22 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 78 | — |
| Standard deviation | 20.10 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 10.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 42.49K | — |
| 3-year earnings growth | 15.52 | — |