Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.03 | — |
| Beta | 1 | — |
| Mean annual return | 1.08 | — |
| R-squared | 96 | — |
| Standard deviation | 15.62 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.94 | — |
| R-squared | 96 | — |
| Standard deviation | 16.50 | — |
| Sharpe ratio | 0.50 | — |
| Treynor ratio | 6.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 96 | — |
| Standard deviation | 15.80 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.97 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 209.58K | — |
| 3-year earnings growth | 15.12 | — |