Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 95 | — |
| Standard deviation | 10.60 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 5.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 1.37 | — |
| R-squared | 91 | — |
| Standard deviation | 10.31 | — |
| Sharpe ratio | 1.07 | — |
| Treynor ratio | 11.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 90 | — |
| Standard deviation | 12.35 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 5.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.24 | — |
| Median market vapitalization | 2.17M | — |
| 3-year earnings growth | 23.02 | — |