Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.96 | — |
| R-squared | 87 | — |
| Standard deviation | 14.84 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 6.10 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 74 | — |
| Standard deviation | 14.03 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 8.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 71 | — |
| Standard deviation | 14.56 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 3.13 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.78 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 115.64K | — |
| 3-year earnings growth | 4.65 | — |