Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 98 | — |
| Standard deviation | 10.01 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -1.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 97 | — |
| Standard deviation | 9.16 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.46 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.35 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 93 | — |
| Standard deviation | 8.59 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.79 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.47 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 123.93K | — |
| 3-year earnings growth | 2.80 | — |