Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.92 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 88 | — |
| Standard deviation | 19.14 | — |
| Sharpe ratio | -0.22 | — |
| Treynor ratio | -5.36 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -6.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.87 | — |
| R-squared | 82 | — |
| Standard deviation | 18.93 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.74 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.36 | — |
| Beta | 1 | — |
| Mean annual return | 0.63 | — |
| R-squared | 83 | — |
| Standard deviation | 16.82 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 4.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.32 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 39.60K | — |
| 3-year earnings growth | 12.88 | — |