Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 93 | — |
| Standard deviation | 8.62 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.94 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.80 | — |
| Beta | 1 | — |
| Mean annual return | 0.31 | — |
| R-squared | 92 | — |
| Standard deviation | 7.85 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 2.26 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.50 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 92 | — |
| Standard deviation | 8.70 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.20 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.38 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 66.24K | — |
| 3-year earnings growth | 12.87 | — |