Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 96 | — |
| Standard deviation | 17.75 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 94 | — |
| Standard deviation | 16.92 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 93 | — |
| Standard deviation | 17.64 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.89 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.49 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 47.15K | — |
| 3-year earnings growth | 15.99 | — |