Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.53 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 82 | — |
| Standard deviation | 10.69 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -1.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 82 | — |
| Standard deviation | 10.18 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.29 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 88 | — |
| Standard deviation | 10.54 | — |
| Sharpe ratio | 0.19 | — |
| Treynor ratio | 1.67 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 51.97K | — |
| 3-year earnings growth | 10.22 | — |