Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 95 | — |
| Standard deviation | 15.40 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.83 | — |
| R-squared | 96 | — |
| Standard deviation | 14.68 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 6.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 96 | — |
| Standard deviation | 14.23 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.66 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.47 | — |
| Price/Sales (P/S) | 0.50 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 121.54K | — |
| 3-year earnings growth | -1.84 | — |