Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 84 | — |
| Standard deviation | 13.76 | — |
| Sharpe ratio | -0.32 | — |
| Treynor ratio | -5.78 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.76 | — |
| R-squared | 89 | — |
| Standard deviation | 15.58 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.36 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 89 | — |
| Standard deviation | 15.26 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 3.15 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 136.90K | — |
| 3-year earnings growth | -0.54 | — |