Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 83 | — |
| Standard deviation | 6.75 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -1.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 80 | — |
| Standard deviation | 6.28 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 73 | — |
| Standard deviation | 6.21 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.30 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 98.44K | — |
| 3-year earnings growth | 12.60 | — |