Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.47 | — |
| Beta | 1 | — |
| Mean annual return | -0.03 | — |
| R-squared | 81 | — |
| Standard deviation | 16.99 | — |
| Sharpe ratio | -0.29 | — |
| Treynor ratio | -7.05 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.74 | — |
| R-squared | 81 | — |
| Standard deviation | 17.68 | — |
| Sharpe ratio | 0.35 | — |
| Treynor ratio | 4.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 85 | — |
| Standard deviation | 18.79 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | -0.69 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 26.14K | — |
| 3-year earnings growth | 24.31 | — |