Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.58 | — |
| Beta | 1 | — |
| Mean annual return | 1.48 | — |
| R-squared | 96 | — |
| Standard deviation | 14.88 | — |
| Sharpe ratio | 0.76 | — |
| Treynor ratio | 11.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.54 | — |
| Beta | 1 | — |
| Mean annual return | 2 | — |
| R-squared | 92 | — |
| Standard deviation | 15.56 | — |
| Sharpe ratio | 1.20 | — |
| Treynor ratio | 19.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.05 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 90 | — |
| Standard deviation | 19.47 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.30 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.30 | — |
| Median market vapitalization | 1.89M | — |
| 3-year earnings growth | 23.68 | — |