Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 83 | — |
| Standard deviation | 13.18 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.53 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.79 | — |
| R-squared | 82 | — |
| Standard deviation | 13.78 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 7.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 83 | — |
| Standard deviation | 16.47 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 39.95K | — |
| 3-year earnings growth | 8.18 | — |