Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 85 | — |
| Standard deviation | 15.32 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.66 | — |
| R-squared | 82 | — |
| Standard deviation | 14.66 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 88 | — |
| Standard deviation | 14.72 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.67 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 30.71K | — |
| 3-year earnings growth | 14.86 | — |