Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -10 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 68 | — |
| Standard deviation | 16.12 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -3.03 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -7.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 60 | — |
| Standard deviation | 16.99 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.54 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 65 | — |
| Standard deviation | 17.79 | — |
| Sharpe ratio | 0.38 | — |
| Treynor ratio | 5.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.69 | — |
| Price/Sales (P/S) | 1.20 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 1.13K | — |
| 3-year earnings growth | 14.33 | — |