Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 94 | — |
| Standard deviation | 10.13 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.44 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 90 | — |
| Standard deviation | 9.35 | — |
| Sharpe ratio | 0.64 | — |
| Treynor ratio | 5.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 81 | — |
| Standard deviation | 8.53 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.72 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.53 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 99.23K | — |
| 3-year earnings growth | 13.02 | — |