Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.96 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 57 | — |
| Standard deviation | 5.81 | — |
| Sharpe ratio | -0.35 | — |
| Treynor ratio | -4.39 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.26 | — |
| R-squared | 54 | — |
| Standard deviation | 6.35 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.70 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 52 | — |
| Standard deviation | 6.20 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.23 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.35 | — |
| Price/Sales (P/S) | 0.31 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 108.82K | — |
| 3-year earnings growth | 17.07 | — |