Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.21 | — |
| Beta | 1 | — |
| Mean annual return | -0.04 | — |
| R-squared | 84 | — |
| Standard deviation | 13.75 | — |
| Sharpe ratio | -0.37 | — |
| Treynor ratio | -6.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.93 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 89 | — |
| Standard deviation | 15.57 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 89 | — |
| Standard deviation | 15.26 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.43 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 136.90K | — |
| 3-year earnings growth | -0.54 | — |