Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 39 | — |
| Standard deviation | 23.14 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -1.23 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 47 | — |
| Standard deviation | 24.98 | — |
| Sharpe ratio | 0.25 | — |
| Treynor ratio | 2.18 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.99 | — |
| R-squared | 46 | — |
| Standard deviation | 22.66 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 6.01 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 73.92K | — |
| 3-year earnings growth | 0 | — |