Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.38 | — |
| R-squared | 99 | — |
| Standard deviation | 17.58 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -1.48 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.46 | — |
| Beta | 1 | — |
| Mean annual return | 0.56 | — |
| R-squared | 99 | — |
| Standard deviation | 16.42 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.52 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 99 | — |
| Standard deviation | 16.96 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | 0.63 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.58 | — |
| Price/Sales (P/S) | 0.66 | — |
| Price/Cashflow (P/CF) | 0.14 | — |
| Median market vapitalization | 49.77K | — |
| 3-year earnings growth | 12.98 | — |