Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.77 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 73 | — |
| Standard deviation | 12.14 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -1.20 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.70 | — |
| R-squared | 76 | — |
| Standard deviation | 13.04 | — |
| Sharpe ratio | 0.45 | — |
| Treynor ratio | 5.67 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.51 | — |
| R-squared | 74 | — |
| Standard deviation | 13.48 | — |
| Sharpe ratio | 0.32 | — |
| Treynor ratio | 3.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 90.32K | — |
| 3-year earnings growth | 10.10 | — |