Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.96 | — |
| Beta | 0 | — |
| Mean annual return | 0.04 | — |
| R-squared | 37 | — |
| Standard deviation | 6.14 | — |
| Sharpe ratio | -0.35 | — |
| Treynor ratio | -5.52 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 43 | — |
| Standard deviation | 6.06 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.98 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 57 | — |
| Standard deviation | 8.09 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.40 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 177.32K | — |
| 3-year earnings growth | 11.23 | — |