Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.88 | — |
| Beta | 1 | — |
| Mean annual return | 1.85 | — |
| R-squared | 69 | — |
| Standard deviation | 22.33 | — |
| Sharpe ratio | 0.78 | — |
| Treynor ratio | 14.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 75 | — |
| Standard deviation | 21.73 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 7.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 78 | — |
| Standard deviation | 19.54 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.14 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 100.16K | — |
| 3-year earnings growth | 25.25 | — |