Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 74 | — |
| Standard deviation | 6.18 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -1.15 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 69 | — |
| Standard deviation | 6.06 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.41 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 68 | — |
| Standard deviation | 6.33 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 118.14K | — |
| 3-year earnings growth | 13.05 | — |