Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.54 | — |
| Beta | 1 | — |
| Mean annual return | -0.20 | — |
| R-squared | 75 | — |
| Standard deviation | 7.02 | — |
| Sharpe ratio | -0.72 | — |
| Treynor ratio | -5.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 54 | — |
| Standard deviation | 6.42 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 55 | — |
| Standard deviation | 5.56 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.53 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 44.45K | — |
| 3-year earnings growth | 10.53 | — |