Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -2.38 | — |
Beta | 1 | — |
Mean annual return | 0.72 | — |
R-squared | 89 | — |
Standard deviation | 16.44 | — |
Sharpe ratio | 0.24 | — |
Treynor ratio | 2.78 | — |
5 year | Return | Category |
---|---|---|
Alpha | -2.01 | — |
Beta | 1 | — |
Mean annual return | 1.01 | — |
R-squared | 84 | — |
Standard deviation | 17.54 | — |
Sharpe ratio | 0.53 | — |
Treynor ratio | 7.80 | — |
10 year | Return | Category |
---|---|---|
Alpha | -1 | — |
Beta | 1 | — |
Mean annual return | 0.73 | — |
R-squared | 87 | — |
Standard deviation | 16.68 | — |
Sharpe ratio | 0.41 | — |
Treynor ratio | 5.35 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.03 | — |
Price/Book (P/B) | 0.17 | — |
Price/Sales (P/S) | 0.38 | — |
Price/Cashflow (P/CF) | 0.06 | — |
Median market vapitalization | 135.92K | — |
3-year earnings growth | 21.88 | — |