Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 95 | — |
| Standard deviation | 12.84 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 96 | — |
| Standard deviation | 13.30 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 4.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 96 | — |
| Standard deviation | 12.72 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 96.85K | — |
| 3-year earnings growth | 12.57 | — |