Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 83 | — |
| Standard deviation | 15.03 | — |
| Sharpe ratio | -0.40 | — |
| Treynor ratio | -9.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.28 | — |
| Beta | 1 | — |
| Mean annual return | 1.11 | — |
| R-squared | 85 | — |
| Standard deviation | 14.83 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 5.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.57 | — |
| R-squared | 83 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.09 | — |
| Price/Book (P/B) | 0.61 | — |
| Price/Sales (P/S) | 0.87 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 185.10K | — |
| 3-year earnings growth | 25.57 | — |