Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.70 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 96 | — |
| Standard deviation | 9.59 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 94 | — |
| Standard deviation | 8.77 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 91 | — |
| Standard deviation | 7.88 | — |
| Sharpe ratio | 0.10 | — |
| Treynor ratio | 0.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 87.10K | — |
| 3-year earnings growth | 20.30 | — |