Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.88 | — |
| R-squared | 93 | — |
| Standard deviation | 13.97 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 7.83 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.62 | — |
| Beta | 1 | — |
| Mean annual return | 1.01 | — |
| R-squared | 96 | — |
| Standard deviation | 15.48 | — |
| Sharpe ratio | 0.70 | — |
| Treynor ratio | 10.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 95 | — |
| Standard deviation | 13.73 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 96.20K | — |
| 3-year earnings growth | 23.17 | — |