Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.62 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 91 | — |
| Standard deviation | 18.49 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -3.68 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.55 | — |
| R-squared | 92 | — |
| Standard deviation | 18.10 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 2.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.69 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 95 | — |
| Standard deviation | 18.99 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | -0.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.57 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.12 | — |
| Median market vapitalization | 58.61K | — |
| 3-year earnings growth | 12.17 | — |