Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 98 | — |
| Standard deviation | 7.44 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.66 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 98 | — |
| Standard deviation | 6.79 | — |
| Sharpe ratio | -0.15 | — |
| Treynor ratio | -1.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 95 | — |
| Standard deviation | 5.94 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | 0.02 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.39 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 120.84K | — |
| 3-year earnings growth | 12.05 | — |