Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 97 | — |
| Standard deviation | 10.70 | — |
| Sharpe ratio | -0.11 | — |
| Treynor ratio | -1.42 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 95 | — |
| Standard deviation | 9.56 | — |
| Sharpe ratio | 0.47 | — |
| Treynor ratio | 3.61 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 96 | — |
| Standard deviation | 8.79 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.44 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 118.93K | — |
| 3-year earnings growth | 11.52 | — |