Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 75 | — |
| Standard deviation | 4.02 | — |
| Sharpe ratio | -0.30 | — |
| Treynor ratio | -2.30 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 70 | — |
| Standard deviation | 3.75 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 93.42K | — |
| 3-year earnings growth | 12.73 | — |