Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 70 | — |
| Standard deviation | 7.76 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.61 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 70 | — |
| Standard deviation | 7.36 | — |
| Sharpe ratio | 0.37 | — |
| Treynor ratio | 3.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 75 | — |
| Standard deviation | 7.23 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 87.39K | — |
| 3-year earnings growth | 4.44 | — |