Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 95 | — |
| Standard deviation | 6.72 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 94 | — |
| Standard deviation | 6.14 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 3.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 90 | — |
| Standard deviation | 6.76 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 81.17K | — |
| 3-year earnings growth | 11.02 | — |