Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -3.52 | — |
Beta | 1 | — |
Mean annual return | 1.43 | — |
R-squared | 94 | — |
Standard deviation | 17.30 | — |
Sharpe ratio | 0.62 | — |
Treynor ratio | 10.85 | — |
5 year | Return | Category |
---|---|---|
Alpha | -2.19 | — |
Beta | 1 | — |
Mean annual return | 2.09 | — |
R-squared | 93 | — |
Standard deviation | 16.72 | — |
Sharpe ratio | 1.18 | — |
Treynor ratio | 21.88 | — |
10 year | Return | Category |
---|---|---|
Alpha | -0.91 | — |
Beta | 1 | — |
Mean annual return | 1.32 | — |
R-squared | 95 | — |
Standard deviation | 19 | — |
Sharpe ratio | 0.53 | — |
Treynor ratio | 9.39 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.04 | — |
Price/Book (P/B) | 0.23 | — |
Price/Sales (P/S) | 0.30 | — |
Price/Cashflow (P/CF) | 0.04 | — |
Median market vapitalization | 342.83K | — |
3-year earnings growth | 28.97 | — |