Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.20 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 97 | — |
| Standard deviation | 7.03 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.82 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.30 | — |
| R-squared | 95 | — |
| Standard deviation | 6.33 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.21 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.22 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 91 | — |
| Standard deviation | 5.82 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.93 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 105.56K | — |
| 3-year earnings growth | 11.52 | — |