Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 78 | — |
| Standard deviation | 10.18 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.99 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 79 | — |
| Standard deviation | 9.25 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 59 | — |
| Standard deviation | 7.78 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 4.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 19.49K | — |
| 3-year earnings growth | 6.92 | — |