Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 95 | — |
| Standard deviation | 4.30 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -0.97 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.58 | — |
| Beta | 1 | — |
| Mean annual return | -0.02 | — |
| R-squared | 91 | — |
| Standard deviation | 4.24 | — |
| Sharpe ratio | -0.40 | — |
| Treynor ratio | -2.63 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 89 | — |
| Standard deviation | 3.45 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 108.36K | — |
| 3-year earnings growth | 11.01 | — |