Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.81 | — |
| R-squared | 81 | — |
| Standard deviation | 14.08 | — |
| Sharpe ratio | -0.04 | — |
| Treynor ratio | -2.13 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.93 | — |
| R-squared | 83 | — |
| Standard deviation | 14.59 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 2.62 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 86 | — |
| Standard deviation | 14.94 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -4.48 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.48 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 264.66K | — |
| 3-year earnings growth | 6.29 | — |