Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.11 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 88 | — |
| Standard deviation | 8.96 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -1.67 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 85 | — |
| Standard deviation | 8.04 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 84 | — |
| Standard deviation | 6.87 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 47.13K | — |
| 3-year earnings growth | 6.64 | — |