Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.11 | — |
| R-squared | 85 | — |
| Standard deviation | 10.68 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -2.54 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.89 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 84 | — |
| Standard deviation | 10.17 | — |
| Sharpe ratio | 0.08 | — |
| Treynor ratio | 0.23 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.63 | — |
| Beta | 1 | — |
| Mean annual return | 0.44 | — |
| R-squared | 81 | — |
| Standard deviation | 9.40 | — |
| Sharpe ratio | 0.40 | — |
| Treynor ratio | 2.77 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.21 | — |
| Price/Sales (P/S) | 0.28 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 31.25K | — |
| 3-year earnings growth | 14.62 | — |