Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.87 | — |
| Beta | 1 | — |
| Mean annual return | 1.38 | — |
| R-squared | 95 | — |
| Standard deviation | 16.89 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 10.38 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.68 | — |
| Beta | 1 | — |
| Mean annual return | 1.89 | — |
| R-squared | 92 | — |
| Standard deviation | 15.43 | — |
| Sharpe ratio | 1.12 | — |
| Treynor ratio | 20.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 93 | — |
| Standard deviation | 17.64 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 8.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 628.16K | — |
| 3-year earnings growth | 28.86 | — |