Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 88 | — |
| Standard deviation | 15.88 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -2.56 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.25 | — |
| Beta | 1 | — |
| Mean annual return | 1.04 | — |
| R-squared | 87 | — |
| Standard deviation | 16.35 | — |
| Sharpe ratio | 0.59 | — |
| Treynor ratio | 9.32 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 89 | — |
| Standard deviation | 16.90 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.87 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.56 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 119.58K | — |
| 3-year earnings growth | 19.62 | — |