Risk
Volatility measures
3 year | Return | Category |
---|---|---|
Alpha | -2.08 | — |
Beta | 1 | — |
Mean annual return | 0.46 | — |
R-squared | 96 | — |
Standard deviation | 22.68 | — |
Sharpe ratio | 0.04 | — |
Treynor ratio | -1.70 | — |
5 year | Return | Category |
---|---|---|
Alpha | -2.30 | — |
Beta | 1 | — |
Mean annual return | 0.98 | — |
R-squared | 97 | — |
Standard deviation | 25 | — |
Sharpe ratio | 0.36 | — |
Treynor ratio | 6.29 | — |
10 year | Return | Category |
---|---|---|
Alpha | -1.10 | — |
Beta | 1 | — |
Mean annual return | 0.40 | — |
R-squared | 97 | — |
Standard deviation | 26.20 | — |
Sharpe ratio | 0.11 | — |
Treynor ratio | -0.80 | — |
Valuation metrics
Metrics | Return | Category |
---|---|---|
Price/Earnings (P/E) | 0.09 | — |
Price/Book (P/B) | 0.55 | — |
Price/Sales (P/S) | 0.69 | — |
Price/Cashflow (P/CF) | 0.18 | — |
Median market vapitalization | 14.00K | — |
3-year earnings growth | 4.37 | — |