Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.27 | — |
| Beta | 1 | — |
| Mean annual return | 1.13 | — |
| R-squared | 63 | — |
| Standard deviation | 28.22 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.33 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 66 | — |
| Standard deviation | 32.39 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.44 | — |
| R-squared | 69 | — |
| Standard deviation | 28.19 | — |
| Sharpe ratio | 0.54 | — |
| Treynor ratio | 9.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.13 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 48.60K | — |
| 3-year earnings growth | 26.87 | — |