Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 84 | — |
| Standard deviation | 7.76 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -1.17 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 74 | — |
| Standard deviation | 8.06 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 1.92 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.12 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 82 | — |
| Standard deviation | 8.51 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 119.54K | — |
| 3-year earnings growth | 12.85 | — |