Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 99 | — |
| Standard deviation | 12.81 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 1.60 | — |
| R-squared | 98 | — |
| Standard deviation | 13.67 | — |
| Sharpe ratio | 1.01 | — |
| Treynor ratio | 15.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 99 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.94 | — |
| Price/Cashflow (P/CF) | 0.52 | — |
| Median market vapitalization | 3.98M | — |
| 3-year earnings growth | 23.94 | — |