Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 93 | — |
| Standard deviation | 11.67 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 92 | — |
| Standard deviation | 11.27 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 6.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 94 | — |
| Standard deviation | 11.46 | — |
| Sharpe ratio | 0.46 | — |
| Treynor ratio | 4.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 69.88K | — |
| 3-year earnings growth | 9.76 | — |