Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -16.30 | — |
| Beta | 1 | — |
| Mean annual return | -0.07 | — |
| R-squared | 54 | — |
| Standard deviation | 26.92 | — |
| Sharpe ratio | -0.20 | — |
| Treynor ratio | -10.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -14.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.40 | — |
| R-squared | 60 | — |
| Standard deviation | 27.50 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -1.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.77 | — |
| Beta | 1 | — |
| Mean annual return | 1.06 | — |
| R-squared | 60 | — |
| Standard deviation | 23.68 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 8.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.22 | — |
| Price/Sales (P/S) | 0.20 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 35.69K | — |
| 3-year earnings growth | 27.39 | — |