Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 97 | — |
| Standard deviation | 6.28 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -1.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 95 | — |
| Standard deviation | 5.79 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.12 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 88 | — |
| Standard deviation | 5.52 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.37 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 96.90K | — |
| 3-year earnings growth | 17.92 | — |