Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -8.91 | — |
| Beta | 1 | — |
| Mean annual return | 0.09 | — |
| R-squared | 85 | — |
| Standard deviation | 17.02 | — |
| Sharpe ratio | -0.09 | — |
| Treynor ratio | -2.64 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -8.31 | — |
| Beta | 1 | — |
| Mean annual return | 0.39 | — |
| R-squared | 80 | — |
| Standard deviation | 16.80 | — |
| Sharpe ratio | 0.20 | — |
| Treynor ratio | 1.97 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -4.13 | — |
| Beta | 1 | — |
| Mean annual return | 0.23 | — |
| R-squared | 83 | — |
| Standard deviation | 15.42 | — |
| Sharpe ratio | 0.15 | — |
| Treynor ratio | 1.11 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.03 | — |
| Price/Book (P/B) | 0.23 | — |
| Price/Sales (P/S) | 0.35 | — |
| Price/Cashflow (P/CF) | 0.06 | — |
| Median market vapitalization | 38.27K | — |
| 3-year earnings growth | 24.20 | — |