Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 91 | — |
| Standard deviation | 8.26 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -0.74 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 88 | — |
| Standard deviation | 7.85 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 3.16 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 89 | — |
| Standard deviation | 8.50 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 129.41K | — |
| 3-year earnings growth | 17.40 | — |