Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 96 | — |
| Standard deviation | 6.85 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -1.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 92 | — |
| Standard deviation | 6.15 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.50 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.52 | — |
| Price/Sales (P/S) | 0.70 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 29.75K | — |
| 3-year earnings growth | 9.32 | — |