Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 77 | — |
| Standard deviation | 5.01 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -2.02 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.98 | — |
| Beta | 0 | — |
| Mean annual return | 0.25 | — |
| R-squared | 77 | — |
| Standard deviation | 4.39 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 3.53 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.73 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 78 | — |
| Standard deviation | 4.30 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.42 | — |
| Price/Sales (P/S) | 0.55 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 94.52K | — |
| 3-year earnings growth | 13 | — |