Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 87 | — |
| Standard deviation | 7.55 | — |
| Sharpe ratio | -0.37 | — |
| Treynor ratio | -3.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 85 | — |
| Standard deviation | 6.92 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.19 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.15 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 87 | — |
| Standard deviation | 6.31 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.05 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 57.81K | — |
| 3-year earnings growth | 14.07 | — |