Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -6.26 | — |
| Beta | 1 | — |
| Mean annual return | -0.33 | — |
| R-squared | 21 | — |
| Standard deviation | 7.96 | — |
| Sharpe ratio | -0.82 | — |
| Treynor ratio | -11.58 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.17 | — |
| Beta | 1 | — |
| Mean annual return | -0.08 | — |
| R-squared | 21 | — |
| Standard deviation | 7.58 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -3.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 20 | — |
| Standard deviation | 6.78 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.16 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 198.10K | — |
| 3-year earnings growth | 18.74 | — |