Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.06 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 97 | — |
| Standard deviation | 10.59 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -1.06 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.07 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 95 | — |
| Standard deviation | 9.31 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.30 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.79 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 96 | — |
| Standard deviation | 8.80 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 1.92 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.45 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 104.32K | — |
| 3-year earnings growth | 9.46 | — |