Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.71 | — |
| R-squared | 96 | — |
| Standard deviation | 17.22 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 94 | — |
| Standard deviation | 17.53 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 8.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 94 | — |
| Standard deviation | 16.70 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.59 | — |
| Price/Sales (P/S) | 0.75 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 67.06K | — |
| 3-year earnings growth | 6.75 | — |