Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.41 | — |
| Beta | 1 | — |
| Mean annual return | 0.21 | — |
| R-squared | 83 | — |
| Standard deviation | 6.84 | — |
| Sharpe ratio | 0 | — |
| Treynor ratio | -0.34 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.47 | — |
| R-squared | 72 | — |
| Standard deviation | 7.49 | — |
| Sharpe ratio | 0.57 | — |
| Treynor ratio | 5.01 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.98 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 78 | — |
| Standard deviation | 8.26 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.42 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.45 | — |
| Price/Sales (P/S) | 0.51 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 139.96K | — |
| 3-year earnings growth | 7.60 | — |