Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 71 | — |
| Standard deviation | 14.90 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 3.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.19 | — |
| Beta | 1 | — |
| Mean annual return | 1.03 | — |
| R-squared | 77 | — |
| Standard deviation | 15.76 | — |
| Sharpe ratio | 0.61 | — |
| Treynor ratio | 9.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 81 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 3.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.94 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 5.67K | — |
| 3-year earnings growth | 0 | — |