Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 96 | — |
| Standard deviation | 7.08 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 94 | — |
| Standard deviation | 6.30 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 89 | — |
| Standard deviation | 5.66 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 145.05K | — |
| 3-year earnings growth | 11.18 | — |