Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 94 | — |
| Standard deviation | 16.36 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | 1.12 | — |
| R-squared | 86 | — |
| Standard deviation | 16.51 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 10.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 83 | — |
| Standard deviation | 15.83 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 3.22 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 230.20K | — |
| 3-year earnings growth | 12.01 | — |