Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 81 | — |
| Standard deviation | 6.17 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 84 | — |
| Standard deviation | 6.55 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.27 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 86 | — |
| Standard deviation | 6.29 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.50 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.36 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 110.72K | — |
| 3-year earnings growth | 5.22 | — |