Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 84 | — |
| Standard deviation | 17.05 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.75 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.34 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 84 | — |
| Standard deviation | 17.79 | — |
| Sharpe ratio | 0.60 | — |
| Treynor ratio | 9.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 88 | — |
| Standard deviation | 16.55 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 6.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 111.25K | — |
| 3-year earnings growth | 17.26 | — |