Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 83 | — |
| Standard deviation | 13.24 | — |
| Sharpe ratio | -0.28 | — |
| Treynor ratio | -5.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 88 | — |
| Standard deviation | 14.64 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 89 | — |
| Standard deviation | 15.28 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 2.19 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 122.12K | — |
| 3-year earnings growth | 4.21 | — |