Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 68 | — |
| Standard deviation | 6.15 | — |
| Sharpe ratio | -0.35 | — |
| Treynor ratio | -2.93 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 58 | — |
| Standard deviation | 5.90 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 60 | — |
| Standard deviation | 5.66 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 102.23K | — |
| 3-year earnings growth | 18.18 | — |