Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.85 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 96 | — |
| Standard deviation | 9.58 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -1.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 94 | — |
| Standard deviation | 8.77 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.86 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.10 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 91 | — |
| Standard deviation | 7.88 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.36 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 88.08K | — |
| 3-year earnings growth | 14.61 | — |