Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 94 | — |
| Standard deviation | 11.86 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 93 | — |
| Standard deviation | 12.76 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 8.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 92 | — |
| Standard deviation | 13.55 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.91 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 10.84K | — |
| 3-year earnings growth | 8.47 | — |