Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 80 | — |
| Standard deviation | 9.21 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -1.29 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 77 | — |
| Standard deviation | 9.06 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 2.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 77 | — |
| Standard deviation | 8.23 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.27 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.60 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 151.11K | — |
| 3-year earnings growth | 12.94 | — |