Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 89 | — |
| Standard deviation | 9.39 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.08 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 87 | — |
| Standard deviation | 8.85 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 87 | — |
| Standard deviation | 9.28 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 80.35K | — |
| 3-year earnings growth | 11.24 | — |