Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -12.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 39 | — |
| Standard deviation | 23.12 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -3.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -12.59 | — |
| Beta | 1 | — |
| Mean annual return | 0.45 | — |
| R-squared | 47 | — |
| Standard deviation | 24.94 | — |
| Sharpe ratio | 0.12 | — |
| Treynor ratio | -0.06 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.75 | — |
| Beta | 1 | — |
| Mean annual return | 0.72 | — |
| R-squared | 46 | — |
| Standard deviation | 22.63 | — |
| Sharpe ratio | 0.31 | — |
| Treynor ratio | 3.44 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.02 | — |
| Price/Book (P/B) | 0.09 | — |
| Price/Sales (P/S) | 0.09 | — |
| Price/Cashflow (P/CF) | 0.03 | — |
| Median market vapitalization | 73.00K | — |
| 3-year earnings growth | 0 | — |