Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 89 | — |
| Standard deviation | 6.53 | — |
| Sharpe ratio | -0.45 | — |
| Treynor ratio | -3.41 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 86 | — |
| Standard deviation | 6.17 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.20 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 76 | — |
| Standard deviation | 6.38 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.46 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 37.10K | — |
| 3-year earnings growth | 11.85 | — |