Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 94 | — |
| Standard deviation | 16.87 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 4.63 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.08 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 94 | — |
| Standard deviation | 19.70 | — |
| Sharpe ratio | 0.68 | — |
| Treynor ratio | 9.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.99 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 93 | — |
| Standard deviation | 18.73 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.70 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.86 | — |
| Price/Sales (P/S) | 1.26 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 20.90K | — |
| 3-year earnings growth | 18.03 | — |