Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.84 | — |
| Beta | 1 | — |
| Mean annual return | 0.20 | — |
| R-squared | 94 | — |
| Standard deviation | 19.57 | — |
| Sharpe ratio | -0.12 | — |
| Treynor ratio | -4 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3.49 | — |
| Beta | 1 | — |
| Mean annual return | 0.34 | — |
| R-squared | 93 | — |
| Standard deviation | 18.84 | — |
| Sharpe ratio | 0.07 | — |
| Treynor ratio | -0.43 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 93 | — |
| Standard deviation | 18.44 | — |
| Sharpe ratio | 0.13 | — |
| Treynor ratio | 0.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.41 | — |
| Price/Sales (P/S) | 0.48 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 46.66K | — |
| 3-year earnings growth | 19.64 | — |