Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 85 | — |
| Standard deviation | 16.79 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 6.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.55 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 87 | — |
| Standard deviation | 17.66 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 9.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 89 | — |
| Standard deviation | 17.60 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.16 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 567.74K | — |
| 3-year earnings growth | 23.56 | — |