Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 79 | — |
| Standard deviation | 6.02 | — |
| Sharpe ratio | -0.35 | — |
| Treynor ratio | -3.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.37 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 78 | — |
| Standard deviation | 6.09 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.13 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 75 | — |
| Standard deviation | 6.75 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.40 | — |
| Price/Sales (P/S) | 0.62 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 64.49K | — |
| 3-year earnings growth | 12.41 | — |