Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 95 | — |
| Standard deviation | 13.04 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 9.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.12 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 95 | — |
| Standard deviation | 12.37 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 12.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 95 | — |
| Standard deviation | 12.33 | — |
| Sharpe ratio | 0.89 | — |
| Treynor ratio | 11.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 346.83K | — |
| 3-year earnings growth | 14.43 | — |