Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -8.60 | — |
Beta | 2 | — |
Mean annual return | 0.56 | — |
R-squared | 70 | — |
Standard deviation | 19.66 | — |
Sharpe ratio | 0.10 | — |
Treynor ratio | -0.01 | — |
5 year | Return | Category |
---|---|---|
Alpha | -4.52 | — |
Beta | 2 | — |
Mean annual return | 0.45 | — |
R-squared | 74 | — |
Standard deviation | 21.38 | — |
Sharpe ratio | 0.11 | — |
Treynor ratio | 0.01 | — |
10 year | Return | Category |
---|---|---|
Alpha | -8.01 | — |
Beta | 2 | — |
Mean annual return | 0.30 | — |
R-squared | 75 | — |
Standard deviation | 20.10 | — |
Sharpe ratio | 0.07 | — |
Treynor ratio | -0.30 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.07 | — |
Price/Book (P/B) | 0.54 | — |
Price/Sales (P/S) | 0.79 | — |
Price/Cashflow (P/CF) | 0.11 | — |
Median market vapitalization | 23.49K | — |
3-year earnings growth | 0 | — |