Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.02 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 93 | — |
| Standard deviation | 8.80 | — |
| Sharpe ratio | -0.51 | — |
| Treynor ratio | -3.79 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 92 | — |
| Standard deviation | 7.90 | — |
| Sharpe ratio | -0.35 | — |
| Treynor ratio | -2.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 88 | — |
| Standard deviation | 7.34 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.61 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.46 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 74.86K | — |
| 3-year earnings growth | 19.33 | — |