Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 79 | — |
| Standard deviation | 5.18 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -3.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.47 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 78 | — |
| Standard deviation | 5.22 | — |
| Sharpe ratio | 0.55 | — |
| Treynor ratio | 4.47 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.66 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 69 | — |
| Standard deviation | 6.13 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.16 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.64 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 36.45K | — |
| 3-year earnings growth | 9.70 | — |