Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.87 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 97 | — |
| Standard deviation | 12.38 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.85 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.77 | — |
| R-squared | 90 | — |
| Standard deviation | 13.14 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 88 | — |
| Standard deviation | 12.35 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.78 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 50.25K | — |
| 3-year earnings growth | 4.23 | — |