Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 80 | — |
| Standard deviation | 9.37 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -1.80 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 78 | — |
| Standard deviation | 9.31 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 3.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 77 | — |
| Standard deviation | 8.21 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 148.10K | — |
| 3-year earnings growth | 13.49 | — |