Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 94 | — |
| Standard deviation | 4.96 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 86 | — |
| Standard deviation | 4.46 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.40 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.68 | — |
| Beta | 1 | — |
| Mean annual return | -0.01 | — |
| R-squared | 61 | — |
| Standard deviation | 5.37 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -0.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 102.79K | — |
| 3-year earnings growth | 25.84 | — |