Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 86 | — |
| Standard deviation | 15.63 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.59 | — |
| R-squared | 83 | — |
| Standard deviation | 15.96 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 85 | — |
| Standard deviation | 15.02 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 5.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 144.96K | — |
| 3-year earnings growth | 17.23 | — |