Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 81 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -5.59 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.36 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 84 | — |
| Standard deviation | 14.64 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 4.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 83 | — |
| Standard deviation | 14.95 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -1.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.56 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.18 | — |
| Median market vapitalization | 160.17K | — |
| 3-year earnings growth | 19.18 | — |