Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 91 | — |
| Standard deviation | 4.95 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -2.07 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 87 | — |
| Standard deviation | 4.24 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 77 | — |
| Standard deviation | 4.27 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.17 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 72.55K | — |
| 3-year earnings growth | 10.93 | — |