Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 54 | — |
| Standard deviation | 7.48 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.37 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.60 | — |
| R-squared | 60 | — |
| Standard deviation | 10.92 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 4.51 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 65 | — |
| Standard deviation | 11.38 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.60 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.80 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 22.75K | — |
| 3-year earnings growth | 12.93 | — |