Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 97 | — |
| Standard deviation | 13.62 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.69 | — |
| Beta | 1 | — |
| Mean annual return | 1.63 | — |
| R-squared | 97 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 1.02 | — |
| Treynor ratio | 16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.56 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 98 | — |
| Standard deviation | 16.13 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 6.10 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.24 | — |
| Median market vapitalization | 3.00M | — |
| 3-year earnings growth | 21.97 | — |