Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 94 | — |
| Standard deviation | 15.63 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 93 | — |
| Standard deviation | 15.90 | — |
| Sharpe ratio | 0.84 | — |
| Treynor ratio | 14.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 94 | — |
| Standard deviation | 18.53 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.58 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.69 | — |
| Price/Cashflow (P/CF) | 0.40 | — |
| Median market vapitalization | 45.86K | — |
| 3-year earnings growth | 28.44 | — |