Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 87 | — |
| Standard deviation | 7.29 | — |
| Sharpe ratio | 0.02 | — |
| Treynor ratio | -0.12 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.95 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 86 | — |
| Standard deviation | 6.74 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.75 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.14 | — |
| Beta | 1 | — |
| Mean annual return | 0.15 | — |
| R-squared | 87 | — |
| Standard deviation | 6.36 | — |
| Sharpe ratio | 0.33 | — |
| Treynor ratio | 2.65 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.26 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 103.30K | — |
| 3-year earnings growth | 12.01 | — |