Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.43 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 97 | — |
| Standard deviation | 7.13 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 1.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 97 | — |
| Standard deviation | 7.23 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 91 | — |
| Standard deviation | 6.54 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 1.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 146.60K | — |
| 3-year earnings growth | 8.76 | — |