Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | 0.42 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 97 | — |
| Standard deviation | 3.89 | — |
| Sharpe ratio | -0.23 | — |
| Treynor ratio | -1.92 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | 1.12 | — |
| Beta | 0 | — |
| Mean annual return | 0.08 | — |
| R-squared | 89 | — |
| Standard deviation | 3.30 | — |
| Sharpe ratio | -0.10 | — |
| Treynor ratio | -0.82 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | 0.39 | — |
| Beta | 0 | — |
| Mean annual return | 0.05 | — |
| R-squared | 78 | — |
| Standard deviation | 2.78 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | 0.33 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.34 | — |
| Price/Sales (P/S) | 0.52 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 139.69K | — |
| 3-year earnings growth | 15.62 | — |