Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 90 | — |
| Standard deviation | 8.07 | — |
| Sharpe ratio | -0.19 | — |
| Treynor ratio | -2.14 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.81 | — |
| Beta | 1 | — |
| Mean annual return | 0.36 | — |
| R-squared | 91 | — |
| Standard deviation | 7.73 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.85 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.16 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 90 | — |
| Standard deviation | 8.14 | — |
| Sharpe ratio | 0.29 | — |
| Treynor ratio | 2.31 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.50 | — |
| Price/Sales (P/S) | 0.59 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 78.57K | — |
| 3-year earnings growth | 10.70 | — |