Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 91 | — |
| Standard deviation | 6.27 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 91 | — |
| Standard deviation | 5.41 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 2.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 90 | — |
| Standard deviation | 4.96 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 168.23K | — |
| 3-year earnings growth | 19.32 | — |