Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | 0.29 | — |
Beta | 0 | — |
Mean annual return | 0.27 | — |
R-squared | 63 | — |
Standard deviation | 4.66 | — |
Sharpe ratio | 0.51 | — |
Treynor ratio | 4.86 | — |
5 year | Return | Category |
---|---|---|
Alpha | -0.30 | — |
Beta | 1 | — |
Mean annual return | 0.06 | — |
R-squared | 69 | — |
Standard deviation | 4.37 | — |
Sharpe ratio | 0.13 | — |
Treynor ratio | 0.88 | — |
10 year | Return | Category |
---|---|---|
Alpha | 0.81 | — |
Beta | 1 | — |
Mean annual return | 0.14 | — |
R-squared | 67 | — |
Standard deviation | 3.73 | — |
Sharpe ratio | 0.54 | — |
Treynor ratio | 3.64 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.05 | — |
Price/Book (P/B) | 0.32 | — |
Price/Sales (P/S) | 0.44 | — |
Price/Cashflow (P/CF) | 0.09 | — |
Median market vapitalization | 75.18K | — |
3-year earnings growth | 5.10 | — |