Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 94 | — |
| Standard deviation | 14.02 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -2.33 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 93 | — |
| Standard deviation | 12.54 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.58 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 93 | — |
| Standard deviation | 11.46 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.88 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.39 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 93.51K | — |
| 3-year earnings growth | 14.55 | — |