Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 64 | — |
| Standard deviation | 6.39 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -2.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 68 | — |
| Standard deviation | 6.85 | — |
| Sharpe ratio | 0.66 | — |
| Treynor ratio | 6.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 74 | — |
| Standard deviation | 7.08 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.52 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 74.32K | — |
| 3-year earnings growth | 9.13 | — |