Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 88 | — |
| Standard deviation | 22.31 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -1.84 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 1.57 | — |
| R-squared | 91 | — |
| Standard deviation | 28.65 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 11.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.23 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 92 | — |
| Standard deviation | 28.81 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | -0.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.79 | — |
| Price/Sales (P/S) | 1.44 | — |
| Price/Cashflow (P/CF) | 0.22 | — |
| Median market vapitalization | 46.76K | — |
| 3-year earnings growth | 13.40 | — |