Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.07 | — |
| Beta | 1 | — |
| Mean annual return | -0.06 | — |
| R-squared | 70 | — |
| Standard deviation | 6.34 | — |
| Sharpe ratio | -0.53 | — |
| Treynor ratio | -4.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 60 | — |
| Standard deviation | 6.59 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 55 | — |
| Standard deviation | 6.48 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | 0.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 122.32K | — |
| 3-year earnings growth | 14.93 | — |