Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 97 | — |
| Standard deviation | 15.56 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 98 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 0.63 | — |
| Treynor ratio | 9.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 98 | — |
| Standard deviation | 16.36 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 58.36K | — |
| 3-year earnings growth | 11.69 | — |