Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.48 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 97 | — |
| Standard deviation | 9.21 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -1.25 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.46 | — |
| R-squared | 96 | — |
| Standard deviation | 8.40 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 3.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 96 | — |
| Standard deviation | 7.86 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.80 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.28 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 264.84K | — |
| 3-year earnings growth | 20.64 | — |