Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 80 | — |
| Standard deviation | 7.90 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.32 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.32 | — |
| Beta | 1 | — |
| Mean annual return | 0.28 | — |
| R-squared | 81 | — |
| Standard deviation | 7.17 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 4.11 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 85 | — |
| Standard deviation | 6.94 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 3.56 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 52.02K | — |
| 3-year earnings growth | 4.58 | — |