Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -2.76 | — |
| Beta | 1 | — |
| Mean annual return | 0.32 | — |
| R-squared | 71 | — |
| Standard deviation | 10.57 | — |
| Sharpe ratio | -0.07 | — |
| Treynor ratio | -1.50 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -2.18 | — |
| Beta | 1 | — |
| Mean annual return | 0.37 | — |
| R-squared | 76 | — |
| Standard deviation | 9.90 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.28 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.90 | — |
| Beta | 1 | — |
| Mean annual return | 0.29 | — |
| R-squared | 82 | — |
| Standard deviation | 9.20 | — |
| Sharpe ratio | 0.17 | — |
| Treynor ratio | 1.12 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.06 | — |
| Price/Book (P/B) | 0.44 | — |
| Price/Sales (P/S) | 0.57 | — |
| Price/Cashflow (P/CF) | 0.09 | — |
| Median market vapitalization | 655.22K | — |
| 3-year earnings growth | 14.48 | — |