Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 94 | — |
| Standard deviation | 18.33 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -2 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 85 | — |
| Standard deviation | 17.05 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 90 | — |
| Standard deviation | 17 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -1.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.62 | — |
| Price/Sales (P/S) | 0.67 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 78.07K | — |
| 3-year earnings growth | 9.35 | — |