Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -3.29 | — |
| Beta | 1 | — |
| Mean annual return | 0.27 | — |
| R-squared | 72 | — |
| Standard deviation | 12 | — |
| Sharpe ratio | 0.05 | — |
| Treynor ratio | -0.08 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -4.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 61 | — |
| Standard deviation | 10.91 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 2.94 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -3.38 | — |
| Beta | 1 | — |
| Mean annual return | 0.16 | — |
| R-squared | 67 | — |
| Standard deviation | 10.24 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 1.24 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.27 | — |
| Price/Sales (P/S) | 0.42 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 69.28K | — |
| 3-year earnings growth | 11.10 | — |