Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 85 | — |
| Standard deviation | 21.41 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -5.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.89 | — |
| R-squared | 84 | — |
| Standard deviation | 21.22 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 5.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | 0.63 | — |
| R-squared | — | — |
| Standard deviation | 18.50 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 28.52K | — |
| 3-year earnings growth | 18.04 | — |