Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 96 | — |
| Standard deviation | 9.37 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.55 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 95 | — |
| Standard deviation | 8.96 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.08 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 87 | — |
| Standard deviation | 9.44 | — |
| Sharpe ratio | 0.03 | — |
| Treynor ratio | -0.14 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 99.72K | — |
| 3-year earnings growth | 13.70 | — |