Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 5.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.35 | — |
| R-squared | 63 | — |
| Standard deviation | 11.25 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 18.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.93 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 69 | — |
| Standard deviation | 11.71 | — |
| Sharpe ratio | 0.85 | — |
| Treynor ratio | 13.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.67 | — |
| R-squared | 76 | — |
| Standard deviation | 12.73 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 1.12 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 16.88K | — |
| 3-year earnings growth | 9.56 | — |