Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 82 | — |
| Standard deviation | 13.90 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 7.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 84 | — |
| Standard deviation | 13.72 | — |
| Sharpe ratio | 0.71 | — |
| Treynor ratio | 10.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 88 | — |
| Standard deviation | 14.48 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 5.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.15 | — |
| Price/Sales (P/S) | 0.24 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 850.07K | — |
| 3-year earnings growth | 15.99 | — |