Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 78 | — |
| Standard deviation | 7.04 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -1.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.68 | — |
| R-squared | 81 | — |
| Standard deviation | 7.88 | — |
| Sharpe ratio | 0.73 | — |
| Treynor ratio | 6.91 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.42 | — |
| R-squared | 86 | — |
| Standard deviation | 8.50 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 53.46K | — |
| 3-year earnings growth | 14.99 | — |