Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 97 | — |
| Standard deviation | 7.03 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -1.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 95 | — |
| Standard deviation | 6.33 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.45 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 91 | — |
| Standard deviation | 5.82 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 105.56K | — |
| 3-year earnings growth | 11.52 | — |