Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.05 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 84 | — |
| Standard deviation | 6.84 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -1.45 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 78 | — |
| Standard deviation | 7.49 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 77 | — |
| Standard deviation | 5.93 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 39.52K | — |
| 3-year earnings growth | 17.70 | — |