Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 0 | — |
| Mean annual return | 0.14 | — |
| R-squared | 41 | — |
| Standard deviation | 4.59 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -2.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.29 | — |
| Beta | 0 | — |
| Mean annual return | 0.21 | — |
| R-squared | 37 | — |
| Standard deviation | 4.06 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.65 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 37 | — |
| Standard deviation | 3.86 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.25 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 1.20 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 45.17K | — |
| 3-year earnings growth | 13.10 | — |