Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 89 | — |
| Standard deviation | 9.68 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 6.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.90 | — |
| R-squared | 83 | — |
| Standard deviation | 9.08 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 9.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 84 | — |
| Standard deviation | 8.99 | — |
| Sharpe ratio | 0.53 | — |
| Treynor ratio | 5.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.60 | — |
| Price/Sales (P/S) | 0.90 | — |
| Price/Cashflow (P/CF) | 0.16 | — |
| Median market vapitalization | 42.11K | — |
| 3-year earnings growth | 5.71 | — |