Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 89 | — |
| Standard deviation | 20.20 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.20 | — |
| Beta | 1 | — |
| Mean annual return | 1.73 | — |
| R-squared | 91 | — |
| Standard deviation | 19.59 | — |
| Sharpe ratio | 0.91 | — |
| Treynor ratio | 14.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 90 | — |
| Standard deviation | 18.95 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.55 | — |
| Price/Sales (P/S) | 0.98 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 53.15K | — |
| 3-year earnings growth | 1.74 | — |