Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 90 | — |
| Standard deviation | 7.94 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 77 | — |
| Standard deviation | 7.56 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 3.34 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 57 | — |
| Standard deviation | 8.12 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.35 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 113.02K | — |
| 3-year earnings growth | 27.12 | — |