Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -2 | — |
Beta | 1 | — |
Mean annual return | 0.51 | — |
R-squared | 85 | — |
Standard deviation | 18.55 | — |
Sharpe ratio | 0.08 | — |
Treynor ratio | -0.16 | — |
5 year | Return | Category |
---|---|---|
Alpha | -4.26 | — |
Beta | 1 | — |
Mean annual return | 0.63 | — |
R-squared | 85 | — |
Standard deviation | 17.99 | — |
Sharpe ratio | 0.26 | — |
Treynor ratio | 2.97 | — |
10 year | Return | Category |
---|---|---|
Alpha | -1.98 | — |
Beta | 1 | — |
Mean annual return | 0.58 | — |
R-squared | 86 | — |
Standard deviation | 15.78 | — |
Sharpe ratio | 0.32 | — |
Treynor ratio | 3.74 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.04 | — |
Price/Book (P/B) | 0.23 | — |
Price/Sales (P/S) | 0.27 | — |
Price/Cashflow (P/CF) | 0.05 | — |
Median market vapitalization | 203.03K | — |
3-year earnings growth | 16.14 | — |