Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 80 | — |
| Standard deviation | 14.25 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 8.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.75 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 81 | — |
| Standard deviation | 14.55 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 10.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 84 | — |
| Standard deviation | 13.76 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 8.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 22.62K | — |
| 3-year earnings growth | 12.23 | — |