Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.54 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 95 | — |
| Standard deviation | 9.41 | — |
| Sharpe ratio | -0.05 | — |
| Treynor ratio | -0.88 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -3 | — |
| Beta | 1 | — |
| Mean annual return | 0.22 | — |
| R-squared | 90 | — |
| Standard deviation | 8.12 | — |
| Sharpe ratio | 0.16 | — |
| Treynor ratio | 1.02 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.56 | — |
| Beta | 1 | — |
| Mean annual return | 0.19 | — |
| R-squared | 90 | — |
| Standard deviation | 7.18 | — |
| Sharpe ratio | 0.26 | — |
| Treynor ratio | 1.80 | — |
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 | — |