Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 95 | — |
| Standard deviation | 4.54 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -1.27 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 87 | — |
| Standard deviation | 3.99 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.01 | — |
| R-squared | 78 | — |
| Standard deviation | 3.79 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -0.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 153.42K | — |
| 3-year earnings growth | 11.16 | — |