Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 95 | — |
| Standard deviation | 7.04 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -1.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 87 | — |
| Standard deviation | 6.80 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.71 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 81 | — |
| Standard deviation | 5.71 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.04 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 161.63K | — |
| 3-year earnings growth | 15.14 | — |