Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.19 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 97 | — |
| Standard deviation | 19.47 | — |
| Sharpe ratio | -0.18 | — |
| Treynor ratio | -5.24 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.44 | — |
| Beta | 1 | — |
| Mean annual return | 0.53 | — |
| R-squared | 91 | — |
| Standard deviation | 20.14 | — |
| Sharpe ratio | 0.18 | — |
| Treynor ratio | 1.49 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.83 | — |
| Beta | 1 | — |
| Mean annual return | 0.52 | — |
| R-squared | 89 | — |
| Standard deviation | 18.83 | — |
| Sharpe ratio | 0.23 | — |
| Treynor ratio | 2.47 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.54 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.15 | — |
| Median market vapitalization | 63.30K | — |
| 3-year earnings growth | 11.50 | — |