Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 90 | — |
| Standard deviation | 8.08 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -1.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 91 | — |
| Standard deviation | 7.89 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.90 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 88 | — |
| Standard deviation | 8.67 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 2.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 90.30K | — |
| 3-year earnings growth | 12.96 | — |