Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -2.19 | — |
Beta | 1 | — |
Mean annual return | 0.25 | — |
R-squared | 86 | — |
Standard deviation | 19.68 | — |
Sharpe ratio | -0.08 | — |
Treynor ratio | -3.07 | — |
5 year | Return | Category |
---|---|---|
Alpha | -3.63 | — |
Beta | 1 | — |
Mean annual return | 0.82 | — |
R-squared | 85 | — |
Standard deviation | 18.35 | — |
Sharpe ratio | 0.39 | — |
Treynor ratio | 5.39 | — |
10 year | Return | Category |
---|---|---|
Alpha | — | — |
Beta | — | — |
Mean annual return | — | — |
R-squared | — | — |
Standard deviation | — | — |
Sharpe ratio | — | — |
Treynor ratio | — | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.03 | — |
Price/Book (P/B) | 0.21 | — |
Price/Sales (P/S) | 0.24 | — |
Price/Cashflow (P/CF) | 0.05 | — |
Median market vapitalization | 258.70K | — |
3-year earnings growth | 17.01 | — |