Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 1.15 | — |
| R-squared | 93 | — |
| Standard deviation | 15.03 | — |
| Sharpe ratio | 0.75 | — |
| Treynor ratio | 12.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.09 | — |
| Beta | 1 | — |
| Mean annual return | 1.23 | — |
| R-squared | 89 | — |
| Standard deviation | 16.90 | — |
| Sharpe ratio | 0.80 | — |
| Treynor ratio | 13.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 90 | — |
| Standard deviation | 18.17 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.83 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 37.83K | — |
| 3-year earnings growth | 14.61 | — |