Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -3.06 | — |
Beta | 1 | — |
Mean annual return | 0.16 | — |
R-squared | 97 | — |
Standard deviation | 10.59 | — |
Sharpe ratio | -0.07 | — |
Treynor ratio | -1.06 | — |
5 year | Return | Category |
---|---|---|
Alpha | -2.07 | — |
Beta | 1 | — |
Mean annual return | 0.36 | — |
R-squared | 95 | — |
Standard deviation | 9.31 | — |
Sharpe ratio | 0.33 | — |
Treynor ratio | 2.30 | — |
10 year | Return | Category |
---|---|---|
Alpha | -1.79 | — |
Beta | 1 | — |
Mean annual return | 0.25 | — |
R-squared | 96 | — |
Standard deviation | 8.80 | — |
Sharpe ratio | 0.29 | — |
Treynor ratio | 1.92 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.05 | — |
Price/Book (P/B) | 0.38 | — |
Price/Sales (P/S) | 0.45 | — |
Price/Cashflow (P/CF) | 0.07 | — |
Median market vapitalization | 104.32K | — |
3-year earnings growth | 9.46 | — |