Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.64 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 95 | — |
| Standard deviation | 9.43 | — |
| Sharpe ratio | -0.06 | — |
| Treynor ratio | -0.98 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.24 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 90 | — |
| Standard deviation | 8.15 | — |
| Sharpe ratio | 0.14 | — |
| Treynor ratio | 0.79 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.72 | — |
| Beta | 1 | — |
| Mean annual return | 0.18 | — |
| R-squared | 90 | — |
| Standard deviation | 7.19 | — |
| Sharpe ratio | 0.24 | — |
| Treynor ratio | 1.62 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.43 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 55.36K | — |
| 3-year earnings growth | 12.80 | — |