Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.57 | — |
| Beta | 1 | — |
| Mean annual return | 0.10 | — |
| R-squared | 89 | — |
| Standard deviation | 5.77 | — |
| Sharpe ratio | -0.24 | — |
| Treynor ratio | -2.46 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.34 | — |
| Beta | 1 | — |
| Mean annual return | 0.14 | — |
| R-squared | 87 | — |
| Standard deviation | 5.09 | — |
| Sharpe ratio | 0.06 | — |
| Treynor ratio | 0.33 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.97 | — |
| Beta | 1 | — |
| Mean annual return | 0.08 | — |
| R-squared | 88 | — |
| Standard deviation | 5.13 | — |
| Sharpe ratio | 0.09 | — |
| Treynor ratio | 0.51 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.04 | — |
| Price/Book (P/B) | 0.33 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.08 | — |
| Median market vapitalization | 51.46K | — |
| 3-year earnings growth | 9.87 | — |