Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 91 | — |
| Standard deviation | 14.29 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -4.16 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 88 | — |
| Standard deviation | 14.31 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 3.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.78 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 86 | — |
| Standard deviation | 14.32 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 1 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.11 | — |
| Median market vapitalization | 60.00K | — |
| 3-year earnings growth | 10.95 | — |