Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 95 | — |
| Standard deviation | 14.42 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 96 | — |
| Standard deviation | 14.29 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 7.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 96 | — |
| Standard deviation | 14.81 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 30.09K | — |
| 3-year earnings growth | 9.26 | — |