Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 55 | — |
| Standard deviation | 11.42 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 56 | — |
| Standard deviation | 10.74 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.89 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 64 | — |
| Standard deviation | 9.81 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.72 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 37.06K | — |
| 3-year earnings growth | 0.09 | — |