Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 95 | — |
| Standard deviation | 7.41 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 95 | — |
| Standard deviation | 6.87 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 3.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 94 | — |
| Standard deviation | 6.71 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 85.52K | — |
| 3-year earnings growth | 10.22 | — |