Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -4.67 | — |
| Beta | 1 | — |
| Mean annual return | 0.35 | — |
| R-squared | 90 | — |
| Standard deviation | 21.78 | — |
| Sharpe ratio | -0.01 | — |
| Treynor ratio | -2.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.38 | — |
| Beta | 1 | — |
| Mean annual return | 1.24 | — |
| R-squared | 87 | — |
| Standard deviation | 20.75 | — |
| Sharpe ratio | 0.58 | — |
| Treynor ratio | 8.78 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.30 | — |
| Beta | 1 | — |
| Mean annual return | 0.78 | — |
| R-squared | 87 | — |
| Standard deviation | 18.15 | — |
| Sharpe ratio | 0.41 | — |
| Treynor ratio | 5.28 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.49 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 31.22K | — |
| 3-year earnings growth | 19.53 | — |