Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 91 | — |
| Standard deviation | 14.28 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 5.61 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 89 | — |
| Standard deviation | 14.64 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 3.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 90 | — |
| Standard deviation | 14.86 | — |
| Sharpe ratio | 0.49 | — |
| Treynor ratio | 6.82 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 30.74K | — |
| 3-year earnings growth | 14.52 | — |