Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -7.85 | — |
Beta | 1 | — |
Mean annual return | 0.32 | — |
R-squared | 87 | — |
Standard deviation | 18.64 | — |
Sharpe ratio | -0.04 | — |
Treynor ratio | -2.18 | — |
5 year | Return | Category |
---|---|---|
Alpha | -5.52 | — |
Beta | 1 | — |
Mean annual return | 0.75 | — |
R-squared | 81 | — |
Standard deviation | 18.47 | — |
Sharpe ratio | 0.33 | — |
Treynor ratio | 4.27 | — |
10 year | Return | Category |
---|---|---|
Alpha | -1.93 | — |
Beta | 1 | — |
Mean annual return | 0.65 | — |
R-squared | 83 | — |
Standard deviation | 16.84 | — |
Sharpe ratio | 0.34 | — |
Treynor ratio | 4.34 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.03 | — |
Price/Book (P/B) | 0.23 | — |
Price/Sales (P/S) | 0.32 | — |
Price/Cashflow (P/CF) | 0.05 | — |
Median market vapitalization | 36.99K | — |
3-year earnings growth | 13.14 | — |