Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 85 | — |
| Standard deviation | 7.60 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 83 | — |
| Standard deviation | 6.96 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 3.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 86 | — |
| Standard deviation | 7.22 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 22.15K | — |
| 3-year earnings growth | 8.88 | — |