Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 86 | — |
| Standard deviation | 4.84 | — |
| Sharpe ratio | -0.21 | — |
| Treynor ratio | -2.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 88 | — |
| Standard deviation | 4.40 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 86 | — |
| Standard deviation | 4.97 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 75.12K | — |
| 3-year earnings growth | 21.11 | — |