Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 93 | — |
| Standard deviation | 14.64 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -2.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 92 | — |
| Standard deviation | 15.04 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.60 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 1.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 91 | — |
| Standard deviation | 14.37 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 7.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 8.32K | — |
| 3-year earnings growth | 0.29 | — |