Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.45 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 97 | — |
| Standard deviation | 12.32 | — |
| Sharpe ratio | 1.12 | — |
| Treynor ratio | 13.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 97 | — |
| Standard deviation | 13.20 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 13.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 98 | — |
| Standard deviation | 14.90 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 0.74 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 422.66K | — |
| 3-year earnings growth | 15.87 | — |