Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.40 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 89 | — |
| Standard deviation | 5.40 | — |
| Sharpe ratio | -0.35 | — |
| Treynor ratio | -2.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 0.27 | — |
| Beta | 1 | — |
| Mean annual return | 0.13 | — |
| R-squared | 84 | — |
| Standard deviation | 4.96 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | 0.14 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.26 | — |
| Beta | 1 | — |
| Mean annual return | 0.03 | — |
| R-squared | 72 | — |
| Standard deviation | 5.16 | — |
| Sharpe ratio | -0.02 | — |
| Treynor ratio | -0.25 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.32 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 74.33K | — |
| 3-year earnings growth | 8.51 | — |