Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 82 | — |
| Standard deviation | 6.04 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 80 | — |
| Standard deviation | 5.63 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 1.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 77 | — |
| Standard deviation | 5.61 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.71 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 88.56K | — |
| 3-year earnings growth | 8.76 | — |