Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.62 | — |
| R-squared | 90 | — |
| Standard deviation | 13.30 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 86 | — |
| Standard deviation | 13.65 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 85 | — |
| Standard deviation | 12.67 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 63.32K | — |
| 3-year earnings growth | 5.22 | — |