Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 86 | — |
| Standard deviation | 6.68 | — |
| Sharpe ratio | -0.36 | — |
| Treynor ratio | -2.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 87 | — |
| Standard deviation | 6.13 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 85 | — |
| Standard deviation | 5.60 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.46 | — |
| Price/Sales (P/S) | 0.54 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 93.88K | — |
| 3-year earnings growth | 7.39 | — |