Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 94 | — |
| Standard deviation | 5.32 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -1.95 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 87 | — |
| Standard deviation | 4.66 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.86 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 76 | — |
| Standard deviation | 4.75 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 102.34K | — |
| 3-year earnings growth | 6.44 | — |