Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 91 | — |
| Standard deviation | 4.05 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -1.96 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 83 | — |
| Standard deviation | 3.61 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 72 | — |
| Standard deviation | 3.76 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -0.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 147.29K | — |
| 3-year earnings growth | 13.09 | — |