Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.65 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 74 | — |
| Standard deviation | 20.37 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.73 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 74 | — |
| Standard deviation | 20.24 | — |
| Sharpe ratio | 0.34 | — |
| Treynor ratio | 4.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.58 | — |
| R-squared | 78 | — |
| Standard deviation | 17.94 | — |
| Sharpe ratio | 0.36 | — |
| Treynor ratio | 4.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.68 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 84.63K | — |
| 3-year earnings growth | 1.52 | — |