Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -9.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.43 | — |
| R-squared | 39 | — |
| Standard deviation | 23.14 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -1.22 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -9.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 48 | — |
| Standard deviation | 24.82 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 2.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.94 | — |
| Beta | 1 | — |
| Mean annual return | 0.95 | — |
| R-squared | 47 | — |
| Standard deviation | 22.34 | — |
| Sharpe ratio | 0.44 | — |
| Treynor ratio | 5.74 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.11 | — |
| Price/Sales (P/S) | 0.13 | — |
| Price/Cashflow (P/CF) | 0.04 | — |
| Median market vapitalization | 73.92K | — |
| 3-year earnings growth | 0 | — |