Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 89 | — |
| Standard deviation | 13.27 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 90 | — |
| Standard deviation | 12.86 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 11.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 92 | — |
| Standard deviation | 13.71 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 48.47K | — |
| 3-year earnings growth | 10.03 | — |