Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 96 | — |
| Standard deviation | 17.65 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -2.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.92 | — |
| R-squared | 96 | — |
| Standard deviation | 17.62 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 6.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.50 | — |
| R-squared | 96 | — |
| Standard deviation | 15.67 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.11 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 13.60K | — |
| 3-year earnings growth | 14.04 | — |