Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 75 | — |
| Standard deviation | 8.32 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.65 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 79 | — |
| Standard deviation | 7.69 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.88 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 86 | — |
| Standard deviation | 7.56 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.49 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.31 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 87.25K | — |
| 3-year earnings growth | 12.40 | — |