Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 97 | — |
| Standard deviation | 33.66 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -6.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.30 | — |
| Beta | 1 | — |
| Mean annual return | -0.08 | — |
| R-squared | 95 | — |
| Standard deviation | 28.24 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -7.48 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 2.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 92 | — |
| Standard deviation | 24.14 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.80 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 43.68K | — |
| 3-year earnings growth | 5.48 | — |