Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.90 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 91 | — |
| Standard deviation | 7.49 | — |
| Sharpe ratio | -0.34 | — |
| Treynor ratio | -2.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 89 | — |
| Standard deviation | 6.57 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 83 | — |
| Standard deviation | 5.71 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | 0.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.33 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 205.34K | — |
| 3-year earnings growth | 20.83 | — |