Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.91 | — |
| R-squared | 96 | — |
| Standard deviation | 20.05 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 5.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5 | — |
| Beta | 1 | — |
| Mean annual return | 0.98 | — |
| R-squared | 95 | — |
| Standard deviation | 20.38 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 7.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 95 | — |
| Standard deviation | 20.49 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.66 | — |
| Price/Sales (P/S) | 0.96 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 43.01K | — |
| 3-year earnings growth | 10.93 | — |