Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 85 | — |
| Standard deviation | 12.20 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 90 | — |
| Standard deviation | 14.60 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 8.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 92 | — |
| Standard deviation | 15.60 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 1.14 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 37.05K | — |
| 3-year earnings growth | 5.56 | — |