Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.82 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 93 | — |
| Standard deviation | 8.23 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -1.01 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.71 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 90 | — |
| Standard deviation | 8.15 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.44 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.33 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 90 | — |
| Standard deviation | 7.13 | — |
| Sharpe ratio | 0.21 | — |
| Treynor ratio | 1.38 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.41 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 61.38K | — |
| 3-year earnings growth | 13.44 | — |