Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 83 | — |
| Standard deviation | 8.69 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -0.55 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 84 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 0.27 | — |
| Treynor ratio | 1.96 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 81 | — |
| Standard deviation | 7.98 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 176.00K | — |
| 3-year earnings growth | 11.15 | — |