Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.28 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 88 | — |
| Standard deviation | 5.68 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -1.90 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 76 | — |
| Standard deviation | 6.10 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.01 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 69 | — |
| Standard deviation | 8.96 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.85 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 48.80K | — |
| 3-year earnings growth | 0.71 | — |