Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 84 | — |
| Standard deviation | 13.60 | — |
| Sharpe ratio | 1.09 | — |
| Treynor ratio | 16.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.41 | — |
| Beta | 1 | — |
| Mean annual return | 1.05 | — |
| R-squared | 87 | — |
| Standard deviation | 14.82 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 85 | — |
| Standard deviation | 14 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 7.75 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.23 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 473.87K | — |
| 3-year earnings growth | 13.57 | — |