Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 3.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.76 | — |
| R-squared | 78 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | 1.10 | — |
| Treynor ratio | 20.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 75 | — |
| Standard deviation | 16.64 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 7.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 73 | — |
| Standard deviation | 16.97 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 6.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.71 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 52.16K | — |
| 3-year earnings growth | 18.93 | — |