Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 96 | — |
| Standard deviation | 8.05 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 95 | — |
| Standard deviation | 7.57 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.35 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 60.26K | — |
| 3-year earnings growth | 4.94 | — |