Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 97 | — |
| Standard deviation | 9.89 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -2.19 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 97 | — |
| Standard deviation | 8.50 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -2.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 95 | — |
| Standard deviation | 7.76 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 71.35K | — |
| 3-year earnings growth | 11.88 | — |