Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -3.69 | — |
Beta | 1 | — |
Mean annual return | 0.40 | — |
R-squared | 92 | — |
Standard deviation | 16.04 | — |
Sharpe ratio | 0.12 | — |
Treynor ratio | 0.71 | — |
5 year | Return | Category |
---|---|---|
Alpha | -1.49 | — |
Beta | 1 | — |
Mean annual return | 0.69 | — |
R-squared | 94 | — |
Standard deviation | 17.40 | — |
Sharpe ratio | 0.40 | — |
Treynor ratio | 5.51 | — |
10 year | Return | Category |
---|---|---|
Alpha | -0.28 | — |
Beta | 1 | — |
Mean annual return | 0.55 | — |
R-squared | 95 | — |
Standard deviation | 17.86 | — |
Sharpe ratio | 0.34 | — |
Treynor ratio | 4.40 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.07 | — |
Price/Book (P/B) | 0.66 | — |
Price/Sales (P/S) | 1.24 | — |
Price/Cashflow (P/CF) | 0.14 | — |
Median market vapitalization | 2.15K | — |
3-year earnings growth | 6.34 | — |