Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.27 | — |
| Beta | 1 | — |
| Mean annual return | -0.17 | — |
| R-squared | 94 | — |
| Standard deviation | 17.10 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -6.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 93 | — |
| Standard deviation | 16.83 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 93 | — |
| Standard deviation | 16.10 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 4.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 22.28K | — |
| 3-year earnings growth | 19.28 | — |