Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 99 | — |
| Standard deviation | 10.03 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 5.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.85 | — |
| R-squared | 98 | — |
| Standard deviation | 9.56 | — |
| Sharpe ratio | 0.81 | — |
| Treynor ratio | 7.66 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 94 | — |
| Standard deviation | 9.34 | — |
| Sharpe ratio | 0.69 | — |
| Treynor ratio | 6.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 117.10K | — |
| 3-year earnings growth | 10.18 | — |