Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 97 | — |
| Standard deviation | 13.51 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | -0.35 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -5.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.75 | — |
| R-squared | 95 | — |
| Standard deviation | 12.52 | — |
| Sharpe ratio | 0.52 | — |
| Treynor ratio | 6.24 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -5.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 88 | — |
| Standard deviation | 14.56 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.86 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 38.52K | — |
| 3-year earnings growth | 5.78 | — |