Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.09 | — |
| R-squared | 92 | — |
| Standard deviation | 12.96 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 91 | — |
| Standard deviation | 13.10 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 7.99 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 92 | — |
| Standard deviation | 12.81 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 5.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 109.07K | — |
| 3-year earnings growth | 11.89 | — |