Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.51 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 64 | — |
| Standard deviation | 8.20 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -1.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 71 | — |
| Standard deviation | 8.48 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 5.76 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 80 | — |
| Standard deviation | 9.98 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 3.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.71 | — |
| Price/Sales (P/S) | 0.78 | — |
| Price/Cashflow (P/CF) | 0.13 | — |
| Median market vapitalization | 18.20K | — |
| 3-year earnings growth | 14.24 | — |