Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -19.10 | — |
| Beta | 1 | — |
| Mean annual return | -0.63 | — |
| R-squared | 58 | — |
| Standard deviation | 28.07 | — |
| Sharpe ratio | -0.43 | — |
| Treynor ratio | -17.04 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -14.68 | — |
| Beta | 1 | — |
| Mean annual return | 0.64 | — |
| R-squared | 63 | — |
| Standard deviation | 28.68 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 0.84 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.95 | — |
| Beta | 1 | — |
| Mean annual return | 1.14 | — |
| R-squared | 58 | — |
| Standard deviation | 24 | — |
| Sharpe ratio | 0.48 | — |
| Treynor ratio | 9.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.18 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 43.93K | — |
| 3-year earnings growth | 28.62 | — |