Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 80 | — |
| Standard deviation | 14.83 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -3.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 84 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 89 | — |
| Standard deviation | 15.35 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.84 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.22 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 52.25K | — |
| 3-year earnings growth | 8.14 | — |