Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.87 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 65 | — |
| Standard deviation | 14.87 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -3.87 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 63 | — |
| Standard deviation | 16.50 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 68 | — |
| Standard deviation | 17.36 | — |
| Sharpe ratio | 0.39 | — |
| Treynor ratio | 5.34 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.93 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 3.19K | — |
| 3-year earnings growth | 19.51 | — |