Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.65 | — |
| R-squared | 100 | — |
| Standard deviation | 32.79 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | -1.72 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 99 | — |
| Standard deviation | 28.21 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -1.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 99 | — |
| Standard deviation | 25.02 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | -0.03 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.08 | — |
| Price/Book (P/B) | 0.74 | — |
| Price/Sales (P/S) | 0.79 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 70.57K | — |
| 3-year earnings growth | 6.02 | — |