Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 91 | — |
| Standard deviation | 7.10 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 87 | — |
| Standard deviation | 6.36 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.31 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 88 | — |
| Standard deviation | 5.84 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.94 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 148.62K | — |
| 3-year earnings growth | 15.60 | — |