Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 92 | — |
| Standard deviation | 5.96 | — |
| Sharpe ratio | -0.13 | — |
| Treynor ratio | -1.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 90 | — |
| Standard deviation | 4.98 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 90 | — |
| Standard deviation | 4.06 | — |
| Sharpe ratio | 0.04 | — |
| Treynor ratio | 0.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.73 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 86.18K | — |
| 3-year earnings growth | 6.82 | — |