Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 96 | — |
| Standard deviation | 5.37 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -1.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 93 | — |
| Standard deviation | 4.45 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 83 | — |
| Standard deviation | 3.81 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 145.48K | — |
| 3-year earnings growth | 11.15 | — |