Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 7 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 81 | — |
| Standard deviation | 26.47 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -1.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 3.98 | — |
| Beta | 1 | — |
| Mean annual return | 1.62 | — |
| R-squared | 68 | — |
| Standard deviation | 27.30 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 11.69 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 4.65 | — |
| Beta | 1 | — |
| Mean annual return | 1.17 | — |
| R-squared | 70 | — |
| Standard deviation | 30.83 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.73 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 1.38K | — |
| 3-year earnings growth | 0 | — |