Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 68 | — |
| Standard deviation | 6.56 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -1.11 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 69 | — |
| Standard deviation | 5.80 | — |
| Sharpe ratio | 0.11 | — |
| Treynor ratio | 0.72 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.60 | — |
| Beta | 1 | — |
| Mean annual return | 0.07 | — |
| R-squared | 74 | — |
| Standard deviation | 5.30 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.26 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 89.69K | — |
| 3-year earnings growth | 6.49 | — |