Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.91 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 88 | — |
| Standard deviation | 5.88 | — |
| Sharpe ratio | -0.77 | — |
| Treynor ratio | -5.76 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 78 | — |
| Standard deviation | 6.10 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 0.93 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 65 | — |
| Standard deviation | 6.49 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.68 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.72 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 30.49K | — |
| 3-year earnings growth | 8.85 | — |