Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 61 | — |
| Standard deviation | 6.06 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.26 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 60 | — |
| Standard deviation | 6.20 | — |
| Sharpe ratio | 0.28 | — |
| Treynor ratio | 2.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.04 | — |
| R-squared | 68 | — |
| Standard deviation | 6.41 | — |
| Sharpe ratio | 0.01 | — |
| Treynor ratio | -0.21 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.29 | — |
| Price/Sales (P/S) | 0.77 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 138.55K | — |
| 3-year earnings growth | 20.67 | — |