Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.53 | — |
| Beta | 0 | — |
| Mean annual return | 0.15 | — |
| R-squared | 89 | — |
| Standard deviation | 2.98 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -1.89 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 0 | — |
| Mean annual return | 0.14 | — |
| R-squared | 82 | — |
| Standard deviation | 2.70 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 0.87 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.02 | — |
| R-squared | 65 | — |
| Standard deviation | 3.08 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -0.54 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.30 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 83.01K | — |
| 3-year earnings growth | 15.48 | — |