Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -0.88 | — |
Beta | 1 | — |
Mean annual return | 0.35 | — |
R-squared | 87 | — |
Standard deviation | 19.40 | — |
Sharpe ratio | -0.02 | — |
Treynor ratio | -2.15 | — |
5 year | Return | Category |
---|---|---|
Alpha | -2.82 | — |
Beta | 1 | — |
Mean annual return | 0.45 | — |
R-squared | 85 | — |
Standard deviation | 17.84 | — |
Sharpe ratio | 0.14 | — |
Treynor ratio | 0.94 | — |
10 year | Return | Category |
---|---|---|
Alpha | -2.54 | — |
Beta | 1 | — |
Mean annual return | 0.21 | — |
R-squared | 90 | — |
Standard deviation | 18.77 | — |
Sharpe ratio | 0.03 | — |
Treynor ratio | -1.13 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.06 | — |
Price/Book (P/B) | 0.51 | — |
Price/Sales (P/S) | 0.59 | — |
Price/Cashflow (P/CF) | 0.14 | — |
Median market vapitalization | 36.18K | — |
3-year earnings growth | 14.84 | — |