Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.61 | — |
| R-squared | 99 | — |
| Standard deviation | 7.84 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 96 | — |
| Standard deviation | 7.75 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 95 | — |
| Standard deviation | 7.26 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 84.12K | — |
| 3-year earnings growth | 3.81 | — |