Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.26 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 96 | — |
| Standard deviation | 13.90 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 8.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.54 | — |
| R-squared | 94 | — |
| Standard deviation | 14.29 | — |
| Sharpe ratio | 0.92 | — |
| Treynor ratio | 13.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 94 | — |
| Standard deviation | 16.54 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 3.37M | — |
| 3-year earnings growth | 28.92 | — |