Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.25 | — |
| R-squared | 85 | — |
| Standard deviation | 7.99 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.24 | — |
| R-squared | 82 | — |
| Standard deviation | 7.34 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.59 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 76 | — |
| Standard deviation | 7.30 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.20 | — |
| Price/Sales (P/S) | 0.25 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 146.76K | — |
| 3-year earnings growth | 16.48 | — |