Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 85 | — |
| Standard deviation | 8.70 | — |
| Sharpe ratio | -0.14 | — |
| Treynor ratio | -1.77 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.49 | — |
| R-squared | 79 | — |
| Standard deviation | 9.33 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 3.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.21 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 81 | — |
| Standard deviation | 9.52 | — |
| Sharpe ratio | 0.51 | — |
| Treynor ratio | 4.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.25 | — |
| Price/Sales (P/S) | 0.34 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 144.98K | — |
| 3-year earnings growth | 16 | — |