Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.53 | — |
| Beta | 1 | — |
| Mean annual return | -0.14 | — |
| R-squared | 91 | — |
| Standard deviation | 18.49 | — |
| Sharpe ratio | -0.34 | — |
| Treynor ratio | -7.49 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.69 | — |
| R-squared | 90 | — |
| Standard deviation | 17.73 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.95 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 91 | — |
| Standard deviation | 16.88 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 37.24K | — |
| 3-year earnings growth | 17.02 | — |