Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | 0.32 | — |
Beta | 1 | — |
Mean annual return | 1.32 | — |
R-squared | 66 | — |
Standard deviation | 12.04 | — |
Sharpe ratio | 1.09 | — |
Treynor ratio | 24.94 | — |
5 year | Return | Category |
---|---|---|
Alpha | -0.42 | — |
Beta | 1 | — |
Mean annual return | 1.31 | — |
R-squared | 78 | — |
Standard deviation | 16.16 | — |
Sharpe ratio | 0.88 | — |
Treynor ratio | 21.41 | — |
10 year | Return | Category |
---|---|---|
Alpha | -2.10 | — |
Beta | 1 | — |
Mean annual return | 0.71 | — |
R-squared | 85 | — |
Standard deviation | 18.90 | — |
Sharpe ratio | 0.43 | — |
Treynor ratio | 8.09 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.06 | — |
Price/Book (P/B) | 0.50 | — |
Price/Sales (P/S) | 0.71 | — |
Price/Cashflow (P/CF) | 0.10 | — |
Median market vapitalization | 46.35K | — |
3-year earnings growth | 10.04 | — |