Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.19 | — |
| R-squared | 92 | — |
| Standard deviation | 15.54 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 12.51 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1.07 | — |
| R-squared | 94 | — |
| Standard deviation | 16 | — |
| Sharpe ratio | 0.72 | — |
| Treynor ratio | 11.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 93 | — |
| Standard deviation | 17.94 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 79.98K | — |
| 3-year earnings growth | 6.39 | — |