Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 99 | — |
| Standard deviation | 9.86 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.82 | — |
| R-squared | 98 | — |
| Standard deviation | 9.10 | — |
| Sharpe ratio | 0.82 | — |
| Treynor ratio | 6.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 93 | — |
| Standard deviation | 8.28 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 4.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 128.06K | — |
| 3-year earnings growth | 12.51 | — |