Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -5.58 | — |
Beta | 1 | — |
Mean annual return | 0.96 | — |
R-squared | 83 | — |
Standard deviation | 14.89 | — |
Sharpe ratio | 0.45 | — |
Treynor ratio | 7.47 | — |
5 year | Return | Category |
---|---|---|
Alpha | -3.62 | — |
Beta | 1 | — |
Mean annual return | 0.75 | — |
R-squared | 86 | — |
Standard deviation | 17.06 | — |
Sharpe ratio | 0.36 | — |
Treynor ratio | 5.36 | — |
10 year | Return | Category |
---|---|---|
Alpha | -4.66 | — |
Beta | 1 | — |
Mean annual return | 0.59 | — |
R-squared | 86 | — |
Standard deviation | 16.65 | — |
Sharpe ratio | 0.30 | — |
Treynor ratio | 3.84 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.03 | — |
Price/Book (P/B) | 0.16 | — |
Price/Sales (P/S) | 0.20 | — |
Price/Cashflow (P/CF) | 0.04 | — |
Median market vapitalization | 159.05K | — |
3-year earnings growth | 15.35 | — |