Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 84 | — |
| Standard deviation | 6.36 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -1.18 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 86 | — |
| Standard deviation | 6.24 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.73 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 87 | — |
| Standard deviation | 7.03 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 3.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 70.92K | — |
| 3-year earnings growth | 10.67 | — |