Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.12 | — |
| R-squared | 84 | — |
| Standard deviation | 6.21 | — |
| Sharpe ratio | -0.42 | — |
| Treynor ratio | -3.40 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 80 | — |
| Standard deviation | 6.23 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 2.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 70 | — |
| Standard deviation | 6.34 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 0.91 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 32.33K | — |
| 3-year earnings growth | 7.84 | — |