Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 92 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.14 | — |
| Beta | 1 | — |
| Mean annual return | 1.02 | — |
| R-squared | 91 | — |
| Standard deviation | 16.84 | — |
| Sharpe ratio | 0.65 | — |
| Treynor ratio | 10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 91 | — |
| Standard deviation | 16.95 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.59 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 0.93 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 52.39K | — |
| 3-year earnings growth | 14.12 | — |