Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.88 | — |
| Beta | 0 | — |
| Mean annual return | 0.09 | — |
| R-squared | 63 | — |
| Standard deviation | 4.10 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.14 | — |
| Beta | 0 | — |
| Mean annual return | 0.07 | — |
| R-squared | 62 | — |
| Standard deviation | 3.92 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.39 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.25 | — |
| Beta | 1 | — |
| Mean annual return | 0.05 | — |
| R-squared | 64 | — |
| Standard deviation | 3.72 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.57 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.37 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 83.99K | — |
| 3-year earnings growth | -3.83 | — |