Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 88 | — |
| Standard deviation | 15.32 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 4.90 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 83 | — |
| Standard deviation | 17.25 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 9.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 86 | — |
| Standard deviation | 18.08 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.91 | — |
| Price/Sales (P/S) | 1.15 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 974 | — |
| 3-year earnings growth | -2.16 | — |