Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 63 | — |
| Standard deviation | 11.02 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.80 | — |
| R-squared | 61 | — |
| Standard deviation | 12.66 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 10.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 70 | — |
| Standard deviation | 15.46 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.10 | — |
| Price/Book (P/B) | 1.37 | — |
| Price/Sales (P/S) | 2.93 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 403 | — |
| 3-year earnings growth | 15.58 | — |