Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 67 | — |
| Standard deviation | 6.07 | — |
| Sharpe ratio | -0.27 | — |
| Treynor ratio | -2.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 57 | — |
| Standard deviation | 5.41 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 60 | — |
| Standard deviation | 5.65 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.65 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 73.89K | — |
| 3-year earnings growth | 11.86 | — |