Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -5.98 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 91 | — |
| Standard deviation | 16.75 | — |
| Sharpe ratio | -0.33 | — |
| Treynor ratio | -7.71 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 78 | — |
| Standard deviation | 18.04 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.03 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | — | — |
| Beta | — | — |
| Mean annual return | — | — |
| R-squared | — | — |
| Standard deviation | — | — |
| Sharpe ratio | — | — |
| Treynor ratio | — | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.19 | — |
| Median market vapitalization | 62.88K | — |
| 3-year earnings growth | 20.01 | — |