Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 99 | — |
| Standard deviation | 9.94 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 97 | — |
| Standard deviation | 8.77 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 93 | — |
| Standard deviation | 7.58 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 1.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 70.31K | — |
| 3-year earnings growth | 7.90 | — |