Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 89 | — |
| Standard deviation | 8.08 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -2.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.04 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 90 | — |
| Standard deviation | 8.46 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.83 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 87 | — |
| Standard deviation | 9.64 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.67 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 65.51K | — |
| 3-year earnings growth | 12.83 | — |