Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 85 | — |
| Standard deviation | 7.91 | — |
| Sharpe ratio | -0.03 | — |
| Treynor ratio | -0.62 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.74 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 82 | — |
| Standard deviation | 7.81 | — |
| Sharpe ratio | 0.42 | — |
| Treynor ratio | 3.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 86 | — |
| Standard deviation | 8.87 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.81 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.43 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 94.80K | — |
| 3-year earnings growth | 13.65 | — |