Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.02 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 67 | — |
| Standard deviation | 9.75 | — |
| Sharpe ratio | -0.17 | — |
| Treynor ratio | -2.31 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.52 | — |
| Beta | 1 | — |
| Mean annual return | 0.33 | — |
| R-squared | 64 | — |
| Standard deviation | 9.33 | — |
| Sharpe ratio | 0.30 | — |
| Treynor ratio | 2.58 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.39 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 72 | — |
| Standard deviation | 8.88 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.07 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.24 | — |
| Price/Sales (P/S) | 0.27 | — |
| Price/Cashflow (P/CF) | 0.05 | — |
| Median market vapitalization | 256.56K | — |
| 3-year earnings growth | 23.15 | — |