Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 95 | — |
| Standard deviation | 9.20 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -1.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.41 | — |
| R-squared | 94 | — |
| Standard deviation | 8.51 | — |
| Sharpe ratio | 0.43 | — |
| Treynor ratio | 3.42 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 95 | — |
| Standard deviation | 8.16 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.32 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.37 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 95.66K | — |
| 3-year earnings growth | 9.92 | — |