Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 95 | — |
| Standard deviation | 16.36 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.23 | — |
| Beta | 1 | — |
| Mean annual return | 1.18 | — |
| R-squared | 96 | — |
| Standard deviation | 16.07 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.37 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 97 | — |
| Standard deviation | 15.78 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.96 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 58.40K | — |
| 3-year earnings growth | 10.68 | — |