Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 58 | — |
| Standard deviation | 11.34 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 6.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.22 | — |
| R-squared | 55 | — |
| Standard deviation | 12.79 | — |
| Sharpe ratio | 1.04 | — |
| Treynor ratio | 11.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 2 | — |
| Mean annual return | 0.46 | — |
| R-squared | 65 | — |
| Standard deviation | 14.33 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 2.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 146.71K | — |
| 3-year earnings growth | 20.88 | — |