Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 80 | — |
| Standard deviation | 10.98 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 79 | — |
| Standard deviation | 10.95 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 6.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 85 | — |
| Standard deviation | 14.37 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 3.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.58 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 74.93K | — |
| 3-year earnings growth | 21.88 | — |