Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.54 | — |
| R-squared | 95 | — |
| Standard deviation | 18.57 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.83 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 93 | — |
| Standard deviation | 18.28 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 93 | — |
| Standard deviation | 17.23 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 7.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 163.26K | — |
| 3-year earnings growth | 3.53 | — |